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 | 1.52% | 87.00 % | 87.80 % | 500'000 | 500'000 | 143'572 | 143'572 | 124'765 USD | 126'177 USD | 97.94% | 97.94% |
19.11.2024 | 1.74% | 86.90 % | 87.90 % | 500'000 | 500'000 | 146'904 | 146'904 | 127'542 USD | 129'268 USD | 100.00% | 100.00% |
18.11.2024 | 1.71% | 87.50 % | 88.50 % | 500'000 | 500'000 | 148'262 | 148'262 | 129'373 USD | 131'107 USD | 100.00% | 100.00% |
15.11.2024 | 1.53% | 86.50 % | 87.30 % | 500'000 | 500'000 | 145'512 | 145'512 | 126'728 USD | 128'138 USD | 100.00% | 100.00% |
14.11.2024 | 1.50% | 87.10 % | 87.90 % | 500'000 | 500'000 | 148'253 | 148'253 | 128'675 USD | 130'117 USD | 100.00% | 100.00% |
13.11.2024 | 1.75% | 86.80 % | 87.80 % | 500'000 | 500'000 | 148'122 | 148'122 | 128'296 USD | 130'040 USD | 100.00% | 100.00% |
12.11.2024 | 1.72% | 86.40 % | 87.40 % | 500'000 | 500'000 | 148'102 | 148'102 | 128'537 USD | 130'274 USD | 100.00% | 100.00% |
11.11.2024 | 1.50% | 89.50 % | 90.30 % | 500'000 | 500'000 | 147'666 | 147'666 | 131'106 USD | 132'545 USD | 99.58% | 99.58% |
08.11.2024 | 1.47% | 88.30 % | 89.10 % | 500'000 | 500'000 | 146'487 | 146'487 | 129'832 USD | 131'250 USD | 100.00% | 100.00% |
07.11.2024 | 1.70% | 90.10 % | 91.10 % | 500'000 | 500'000 | 148'321 | 148'321 | 132'274 USD | 134'015 USD | 99.76% | 99.76% |