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 | 0.51% | 97.90 % | 98.40 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 979'159 USD | 492'080 USD | 99.36% | 99.36% |
19.11.2024 | 0.51% | 97.65 % | 98.15 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 973'381 USD | 489'190 USD | 98.90% | 98.90% |
18.11.2024 | 0.51% | 97.40 % | 97.90 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 969'151 USD | 487'075 USD | 99.38% | 99.38% |
15.11.2024 | 0.52% | 96.65 % | 97.15 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 964'187 USD | 484'593 USD | 99.38% | 99.38% |
14.11.2024 | 0.51% | 97.05 % | 97.55 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 971'967 USD | 488'484 USD | 99.38% | 99.38% |
13.11.2024 | 0.51% | 97.75 % | 98.25 % | 500'000 | 500'000 | 500'000 | 500'000 | 489'805 USD | 492'305 USD | 99.38% | 99.38% |
12.11.2024 | 0.51% | 98.00 % | 98.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 492'167 USD | 494'667 USD | 99.38% | 99.38% |
11.11.2024 | 0.50% | 98.80 % | 99.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 495'732 USD | 498'232 USD | 99.38% | 99.38% |
08.11.2024 | 0.50% | 98.90 % | 99.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 494'674 USD | 497'174 USD | 99.38% | 99.38% |
07.11.2024 | 0.51% | 98.75 % | 99.25 % | 500'000 | 500'000 | 500'000 | 500'000 | 492'723 USD | 495'223 USD | 98.78% | 98.78% |