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 | 0.54% | 95.40 % | 95.90 % | 500'000 | 500'000 | 145'069 | 145'069 | 138'056 USD | 138'783 USD | 99.64% | 99.64% |
19.11.2024 | 0.55% | 94.70 % | 95.20 % | 500'000 | 500'000 | 144'516 | 144'516 | 136'743 USD | 137'470 USD | 100.00% | 100.00% |
18.11.2024 | 0.55% | 93.50 % | 94.00 % | 500'000 | 500'000 | 144'893 | 144'893 | 134'890 USD | 135'618 USD | 99.77% | 99.77% |
15.11.2024 | 0.55% | 92.00 % | 92.50 % | 500'000 | 500'000 | 144'073 | 144'073 | 132'888 USD | 133'610 USD | 99.03% | 99.03% |
14.11.2024 | 0.59% | 92.50 % | 93.00 % | 500'000 | 500'000 | 144'683 | 144'683 | 133'145 USD | 133'877 USD | 99.10% | 99.10% |
13.11.2024 | 1.33% | 92.30 % | 92.80 % | 500'000 | 500'000 | 144'833 | 144'833 | 134'244 USD | 135'333 USD | 100.00% | 100.00% |
12.11.2024 | 0.95% | 93.20 % | 93.70 % | 500'000 | 500'000 | 142'314 | 142'314 | 132'716 USD | 133'595 USD | 100.00% | 100.00% |
11.11.2024 | 0.55% | 93.90 % | 94.40 % | 500'000 | 500'000 | 144'387 | 144'387 | 136'630 USD | 137'357 USD | 100.00% | 100.00% |
08.11.2024 | 0.99% | 95.50 % | 96.00 % | 500'000 | 500'000 | 124'406 | 124'406 | 118'889 USD | 119'537 USD | 100.00% | 100.00% |
07.11.2024 | 0.55% | 96.00 % | 96.50 % | 500'000 | 500'000 | 141'939 | 141'939 | 136'177 USD | 136'923 USD | 97.89% | 97.89% |