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 | 0.53% | 94.05 % | 94.55 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 938'045 USD | 471'523 USD | 97.28% | 97.28% |
19.11.2024 | 0.53% | 93.75 % | 94.25 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 935'880 USD | 470'440 USD | 99.37% | 99.37% |
18.11.2024 | 0.54% | 92.65 % | 93.15 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 924'056 USD | 464'528 USD | 99.37% | 99.37% |
15.11.2024 | 0.54% | 92.10 % | 92.60 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 919'745 USD | 462'373 USD | 99.37% | 99.37% |
14.11.2024 | 0.55% | 91.05 % | 91.55 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 906'840 USD | 455'920 USD | 99.38% | 99.38% |
13.11.2024 | 0.54% | 91.55 % | 92.05 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 922'980 USD | 463'990 USD | 99.38% | 99.38% |
12.11.2024 | 0.54% | 92.60 % | 93.10 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 924'543 USD | 464'772 USD | 99.38% | 99.38% |
11.11.2024 | 0.53% | 93.40 % | 93.90 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 947'293 USD | 476'146 USD | 99.38% | 99.38% |
08.11.2024 | 0.52% | 95.55 % | 96.05 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 953'257 USD | 479'128 USD | 99.38% | 99.38% |
07.11.2024 | 0.52% | 95.80 % | 96.30 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 955'262 USD | 480'131 USD | 98.97% | 98.97% |