Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
20.11.2024 | 0.51% | 98.15 % | 98.65 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 983'022 USD | 494'011 USD | 99.38% | 99.38% |
19.11.2024 | 0.51% | 98.40 % | 98.90 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 985'572 USD | 495'286 USD | 99.38% | 99.38% |
18.11.2024 | 0.51% | 98.70 % | 99.20 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 985'920 USD | 495'460 USD | 99.38% | 99.38% |
15.11.2024 | 0.50% | 98.70 % | 99.20 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 989'099 USD | 497'050 USD | 99.38% | 99.38% |
14.11.2024 | 0.50% | 99.05 % | 99.55 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 990'745 USD | 497'872 USD | 99.38% | 99.38% |
13.11.2024 | 0.50% | 99.25 % | 99.75 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 989'322 USD | 497'161 USD | 99.38% | 99.38% |
12.11.2024 | 0.50% | 98.80 % | 99.30 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 989'424 USD | 497'212 USD | 99.38% | 99.38% |
11.11.2024 | 0.50% | 99.40 % | 99.90 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 994'244 USD | 499'622 USD | 99.38% | 99.38% |
08.11.2024 | 0.50% | 99.60 % | 100.10 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 997'957 USD | 501'479 USD | 99.38% | 99.38% |
07.11.2024 | 0.50% | 99.70 % | 100.20 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 992'742 USD | 498'871 USD | 98.78% | 98.78% |