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 | 1.80% | 77.90 % | 78.40 % | 500'000 | 500'000 | 145'556 | 145'556 | 113'674 USD | 114'851 USD | 99.01% | 99.01% |
19.11.2024 | 1.79% | 77.80 % | 78.30 % | 500'000 | 500'000 | 144'036 | 144'036 | 112'242 USD | 113'415 USD | 100.00% | 100.00% |
18.11.2024 | 1.78% | 79.20 % | 79.70 % | 500'000 | 500'000 | 145'080 | 145'080 | 114'549 USD | 115'717 USD | 99.77% | 99.77% |
15.11.2024 | 1.56% | 77.80 % | 78.11 % | 500'000 | 500'000 | 144'190 | 144'190 | 112'882 USD | 113'780 USD | 99.04% | 99.04% |
14.11.2024 | 1.62% | 78.30 % | 78.61 % | 500'000 | 500'000 | 143'691 | 143'691 | 111'899 USD | 112'773 USD | 99.10% | 99.10% |
13.11.2024 | 2.07% | 77.80 % | 78.30 % | 500'000 | 500'000 | 129'454 | 129'454 | 100'678 USD | 101'770 USD | 100.00% | 100.00% |
12.11.2024 | 1.91% | 77.25 % | 78.25 % | 250'000 | 250'000 | 95'626 | 95'626 | 74'492 USD | 75'661 USD | 100.00% | 100.00% |
11.11.2024 | 2.16% | 80.80 % | 81.30 % | 500'000 | 500'000 | 130'606 | 130'606 | 104'310 USD | 105'328 USD | 99.45% | 99.45% |
08.11.2024 | 1.76% | 79.00 % | 79.50 % | 500'000 | 500'000 | 143'202 | 143'202 | 113'760 USD | 114'905 USD | 100.00% | 100.00% |
07.11.2024 | 1.78% | 82.00 % | 82.50 % | 500'000 | 500'000 | 145'670 | 145'670 | 117'413 USD | 118'590 USD | 99.10% | 99.10% |