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 |
---|---|---|---|---|---|---|---|---|---|---|---|
03.12.2024 | 0.98% | 102.00 % | 103.00 % | 100'000 | 100'000 | 87'944 | 87'944 | 89'582 USD | 90'461 USD | 19.21% | 19.21% |
02.12.2024 | 0.98% | 101.80 % | 102.80 % | 100'000 | 100'000 | 82'857 | 82'857 | 84'469 USD | 85'297 USD | 10.46% | 10.46% |
29.11.2024 | 0.98% | 101.80 % | 102.80 % | 100'000 | 100'000 | 94'138 | 94'138 | 95'718 USD | 96'660 USD | 13.66% | 13.66% |
28.11.2024 | 0.98% | 101.40 % | 102.40 % | 100'000 | 100'000 | 19'525 | 19'525 | 19'799 USD | 19'994 USD | 85.48% | 85.48% |
27.11.2024 | 0.99% | 101.40 % | 102.40 % | 100'000 | 100'000 | 26'841 | 26'841 | 27'167 USD | 27'435 USD | 58.18% | 58.18% |
26.11.2024 | 0.99% | 100.60 % | 101.60 % | 100'000 | 100'000 | 22'221 | 22'221 | 22'359 USD | 22'581 USD | 88.66% | 88.66% |
25.11.2024 | 0.98% | 101.50 % | 102.50 % | 100'000 | 100'000 | 100'000 | 100'000 | 101'849 USD | 102'849 USD | 4.04% | 4.04% |
22.11.2024 | 1.03% | 96.35 % | 97.35 % | 100'000 | 100'000 | 85'525 | 85'525 | 82'560 USD | 83'416 USD | 14.11% | 14.11% |
20.11.2024 | 0.99% | 100.70 % | 101.70 % | 100'000 | 100'000 | 22'828 | 22'828 | 23'008 USD | 23'236 USD | 91.38% | 91.38% |
19.11.2024 | 0.98% | 100.50 % | 101.50 % | 100'000 | 100'000 | 22'772 | 22'772 | 23'016 USD | 23'243 USD | 86.78% | 86.78% |