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 | 1.10% | 90.50 % | 91.50 % | 100'000 | 100'000 | 29'679 | 29'679 | 26'850 USD | 27'147 USD | 99.77% | 99.77% |
02.12.2024 | 1.10% | 90.20 % | 91.20 % | 100'000 | 100'000 | 29'648 | 29'648 | 26'720 USD | 27'017 USD | 100.00% | 100.00% |
29.11.2024 | 1.01% | 90.39 % | 91.22 % | 100'000 | 100'000 | 28'642 | 28'642 | 25'892 USD | 26'132 USD | 100.00% | 100.00% |
28.11.2024 | 1.48% | 90.39 % | 91.22 % | 10'000 | 10'000 | 5'508 | 5'508 | 4'978 USD | 5'030 USD | 100.00% | 100.00% |
27.11.2024 | 1.10% | 90.70 % | 91.70 % | 100'000 | 100'000 | 29'690 | 29'690 | 26'901 USD | 27'198 USD | 99.59% | 99.59% |
26.11.2024 | 1.11% | 90.40 % | 91.40 % | 100'000 | 100'000 | 29'111 | 29'111 | 26'344 USD | 26'636 USD | 99.37% | 99.37% |
25.11.2024 | 1.00% | 90.79 % | 91.62 % | 100'000 | 100'000 | 28'971 | 28'971 | 26'188 USD | 26'431 USD | 100.00% | 100.00% |
22.11.2024 | 0.94% | 90.09 % | 90.92 % | 100'000 | 100'000 | 28'180 | 28'180 | 25'243 USD | 25'477 USD | 98.15% | 98.15% |
20.11.2024 | 1.13% | 88.70 % | 89.70 % | 100'000 | 100'000 | 28'722 | 28'722 | 25'468 USD | 25'755 USD | 97.95% | 97.95% |
19.11.2024 | 0.94% | 89.09 % | 89.92 % | 100'000 | 100'000 | 29'512 | 29'512 | 26'283 USD | 26'529 USD | 100.00% | 100.00% |