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% | 98.70 % | 99.20 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 985'161 USD | 495'080 USD | 99.38% | 99.38% |
19.11.2024 | 0.51% | 98.55 % | 99.05 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 986'312 USD | 495'656 USD | 99.38% | 99.38% |
18.11.2024 | 0.51% | 98.65 % | 99.15 % | 1'000'000 | 500'000 | 1'000'000 | 499'978 | 985'229 USD | 495'092 USD | 99.38% | 99.38% |
15.11.2024 | 0.50% | 98.90 % | 99.40 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 991'916 USD | 498'458 USD | 99.38% | 99.38% |
14.11.2024 | 0.50% | 99.40 % | 99.90 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 993'656 USD | 499'328 USD | 99.38% | 99.38% |
13.11.2024 | 0.50% | 99.45 % | 99.95 % | 500'000 | 500'000 | 500'000 | 500'000 | 498'114 USD | 500'614 USD | 99.38% | 99.38% |
12.11.2024 | 0.50% | 99.90 % | 100.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'698 USD | 502'198 USD | 99.38% | 99.38% |
11.11.2024 | 0.50% | 100.10 % | 100.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'845 USD | 502'345 USD | 99.38% | 99.38% |
08.11.2024 | 0.50% | 100.60 % | 101.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'661 USD | 506'161 USD | 99.38% | 99.38% |
07.11.2024 | 0.50% | 100.70 % | 101.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 501'029 USD | 503'529 USD | 98.78% | 98.78% |