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 | 1.20% | 82.45 % | 83.45 % | 100'000 | 100'000 | 27'241 | 27'241 | 22'539 USD | 22'811 USD | 97.86% | 97.86% |
19.11.2024 | 1.20% | 82.30 % | 83.30 % | 100'000 | 100'000 | 27'865 | 27'865 | 23'004 USD | 23'282 USD | 94.45% | 94.45% |
18.11.2024 | 1.22% | 82.15 % | 83.15 % | 100'000 | 100'000 | 27'303 | 27'303 | 22'325 USD | 22'598 USD | 97.52% | 97.52% |
15.11.2024 | 1.23% | 81.00 % | 82.00 % | 100'000 | 100'000 | 27'083 | 27'083 | 21'904 USD | 22'175 USD | 98.77% | 98.77% |
14.11.2024 | 1.23% | 80.60 % | 81.60 % | 100'000 | 100'000 | 63'377 | 63'377 | 51'207 USD | 51'841 USD | 28.32% | 28.32% |
13.11.2024 | 1.21% | 81.95 % | 82.95 % | 100'000 | 100'000 | 28'488 | 28'488 | 23'366 USD | 23'651 USD | 91.26% | 91.26% |
12.11.2024 | 1.21% | 81.85 % | 82.85 % | 100'000 | 100'000 | 27'148 | 27'148 | 22'296 USD | 22'568 USD | 98.40% | 98.40% |
11.11.2024 | 1.15% | 86.25 % | 87.25 % | 10'000 | 10'000 | 10'000 | 10'000 | 8'625 USD | 8'725 USD | 88.19% | 88.19% |
08.11.2024 | 1.14% | 86.75 % | 87.75 % | 100'000 | 100'000 | 27'158 | 27'158 | 23'606 USD | 23'878 USD | 98.34% | 98.34% |
07.11.2024 | 1.15% | 86.80 % | 87.80 % | 100'000 | 100'000 | 23'540 | 23'540 | 20'428 USD | 20'663 USD | 92.98% | 92.98% |