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 | 0.80% | 105.60 % | 106.40 % | 500'000 | 500'000 | 145'794 | 145'794 | 153'901 USD | 155'070 USD | 99.01% | 99.01% |
19.11.2024 | 0.78% | 105.40 % | 106.20 % | 500'000 | 500'000 | 146'899 | 146'899 | 154'862 USD | 156'042 USD | 100.00% | 100.00% |
18.11.2024 | 0.82% | 105.50 % | 106.30 % | 500'000 | 500'000 | 142'965 | 142'965 | 150'818 USD | 151'982 USD | 99.77% | 99.77% |
15.11.2024 | 0.78% | 105.40 % | 106.20 % | 500'000 | 500'000 | 147'174 | 147'174 | 155'120 USD | 156'300 USD | 100.00% | 100.00% |
14.11.2024 | 0.78% | 105.40 % | 106.20 % | 500'000 | 500'000 | 145'574 | 145'574 | 153'434 USD | 154'605 USD | 99.10% | 99.10% |
13.11.2024 | 0.78% | 105.40 % | 106.20 % | 500'000 | 500'000 | 144'835 | 144'835 | 152'542 USD | 153'706 USD | 100.00% | 100.00% |
12.11.2024 | 0.78% | 105.00 % | 105.80 % | 500'000 | 500'000 | 144'821 | 144'821 | 152'093 USD | 153'257 USD | 100.00% | 100.00% |
11.11.2024 | 0.78% | 105.20 % | 106.00 % | 500'000 | 500'000 | 144'970 | 144'970 | 152'434 USD | 153'598 USD | 99.87% | 99.87% |
08.11.2024 | 0.79% | 104.60 % | 105.40 % | 500'000 | 500'000 | 144'837 | 144'837 | 151'509 USD | 152'673 USD | 100.00% | 100.00% |
07.11.2024 | 0.89% | 104.70 % | 105.50 % | 500'000 | 500'000 | 145'285 | 145'285 | 151'889 USD | 153'111 USD | 99.23% | 99.23% |