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 | 0.50% | 99.55 % | 100.05 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 995'748 USD | 500'374 USD | 97.06% | 97.06% |
19.11.2024 | 0.50% | 99.50 % | 100.00 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 995'357 USD | 500'179 USD | 99.38% | 99.38% |
18.11.2024 | 0.50% | 99.50 % | 100.00 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 995'215 USD | 500'108 USD | 99.37% | 99.37% |
15.11.2024 | 0.50% | 99.50 % | 100.00 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 995'033 USD | 500'017 USD | 99.38% | 99.38% |
14.11.2024 | 0.50% | 99.60 % | 100.10 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 996'113 USD | 500'557 USD | 99.37% | 99.37% |
13.11.2024 | 0.50% | 99.55 % | 100.05 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 994'279 USD | 499'639 USD | 95.21% | 95.21% |
12.11.2024 | 0.50% | 99.40 % | 99.90 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 994'915 USD | 499'957 USD | 99.38% | 99.38% |
11.11.2024 | 0.50% | 99.45 % | 99.95 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 994'975 USD | 499'988 USD | 99.38% | 99.38% |
08.11.2024 | 0.50% | 99.40 % | 99.90 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 993'994 USD | 499'497 USD | 99.38% | 99.38% |
07.11.2024 | 0.50% | 99.30 % | 99.80 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 992'529 USD | 498'765 USD | 98.96% | 98.96% |