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 | 0.52% | 95.50 % | 96.00 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 957'796 USD | 481'398 USD | 99.38% | 99.38% |
19.11.2024 | 0.52% | 95.70 % | 96.20 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 957'930 USD | 481'465 USD | 99.38% | 99.38% |
18.11.2024 | 0.52% | 96.05 % | 96.55 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 961'226 USD | 483'113 USD | 99.38% | 99.38% |
15.11.2024 | 0.52% | 96.10 % | 96.60 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 967'618 USD | 486'309 USD | 99.38% | 99.38% |
14.11.2024 | 0.52% | 97.10 % | 97.60 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 968'221 USD | 486'610 USD | 99.38% | 99.38% |
13.11.2024 | 0.51% | 96.75 % | 97.25 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 969'429 USD | 487'215 USD | 99.38% | 99.38% |
12.11.2024 | 0.51% | 97.20 % | 97.70 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 972'418 USD | 488'709 USD | 99.38% | 99.38% |
11.11.2024 | 0.51% | 97.40 % | 97.90 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 971'874 USD | 488'437 USD | 99.38% | 99.38% |
08.11.2024 | 0.52% | 97.30 % | 97.80 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 968'077 USD | 486'539 USD | 99.38% | 99.38% |
07.11.2024 | 0.52% | 96.65 % | 97.15 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 965'632 USD | 485'316 USD | 98.78% | 98.78% |