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 | 1.02% | 95.45 % | 96.45 % | 100'000 | 100'000 | 27'241 | 27'241 | 26'262 USD | 26'534 USD | 97.86% | 97.86% |
19.11.2024 | 1.02% | 97.75 % | 98.75 % | 100'000 | 100'000 | 27'865 | 27'865 | 27'209 USD | 27'488 USD | 94.45% | 94.45% |
18.11.2024 | 1.02% | 97.85 % | 98.85 % | 100'000 | 100'000 | 27'303 | 27'303 | 26'626 USD | 26'899 USD | 97.52% | 97.52% |
15.11.2024 | 1.02% | 97.35 % | 98.35 % | 100'000 | 100'000 | 27'083 | 27'083 | 26'413 USD | 26'684 USD | 98.77% | 98.77% |
14.11.2024 | 1.02% | 97.55 % | 98.55 % | 100'000 | 100'000 | 26'961 | 26'961 | 26'276 USD | 26'546 USD | 99.48% | 99.48% |
13.11.2024 | 1.02% | 96.75 % | 97.75 % | 100'000 | 100'000 | 28'843 | 28'843 | 27'985 USD | 28'273 USD | 89.54% | 89.54% |
12.11.2024 | 1.01% | 97.65 % | 98.65 % | 100'000 | 100'000 | 27'148 | 27'148 | 26'592 USD | 26'863 USD | 98.40% | 98.40% |
11.11.2024 | 1.01% | 98.95 % | 99.95 % | 10'000 | 10'000 | 10'000 | 10'000 | 9'895 USD | 9'995 USD | 88.19% | 88.19% |
08.11.2024 | 1.00% | 99.10 % | 100.10 % | 100'000 | 100'000 | 27'158 | 27'158 | 26'876 USD | 27'147 USD | 98.34% | 98.34% |
07.11.2024 | 1.00% | 99.40 % | 100.40 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'383 USD | 100'383 USD | 13.66% | 13.66% |