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 | 0.71% | 85.30 % | 85.80 % | 500'000 | 500'000 | 145'052 | 145'052 | 124'327 USD | 125'099 USD | 99.64% | 99.64% |
19.11.2024 | 0.70% | 85.30 % | 85.80 % | 500'000 | 500'000 | 144'674 | 144'674 | 123'618 USD | 124'387 USD | 100.00% | 100.00% |
18.11.2024 | 0.72% | 84.80 % | 85.30 % | 500'000 | 500'000 | 144'933 | 144'872 | 121'979 USD | 122'701 USD | 99.77% | 99.77% |
15.11.2024 | 0.72% | 83.00 % | 83.50 % | 500'000 | 500'000 | 143'981 | 143'981 | 119'098 USD | 119'861 USD | 99.04% | 99.04% |
14.11.2024 | 0.73% | 82.90 % | 83.40 % | 500'000 | 500'000 | 145'418 | 145'418 | 120'215 USD | 120'988 USD | 99.10% | 99.10% |
13.11.2024 | 2.67% | 83.90 % | 84.40 % | 500'000 | 500'000 | 145'556 | 145'556 | 122'399 USD | 124'004 USD | 99.47% | 99.47% |
12.11.2024 | 1.96% | 83.90 % | 84.40 % | 500'000 | 500'000 | 129'897 | 129'897 | 109'512 USD | 110'479 USD | 98.76% | 98.76% |
11.11.2024 | 0.59% | 86.10 % | 86.60 % | 500'000 | 500'000 | 144'701 | 144'701 | 126'098 USD | 126'825 USD | 99.87% | 99.87% |
08.11.2024 | 0.59% | 89.40 % | 89.90 % | 500'000 | 500'000 | 143'864 | 143'864 | 128'538 USD | 129'264 USD | 100.00% | 100.00% |
07.11.2024 | 0.58% | 89.40 % | 89.90 % | 500'000 | 500'000 | 145'702 | 145'702 | 130'162 USD | 130'894 USD | 99.11% | 99.11% |