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 | 1.04% | 96.25 % | 97.25 % | 100'000 | 100'000 | 27'241 | 27'241 | 26'235 USD | 26'507 USD | 97.86% | 97.86% |
19.11.2024 | 1.04% | 96.25 % | 97.25 % | 100'000 | 100'000 | 27'865 | 27'865 | 26'756 USD | 27'035 USD | 94.45% | 94.45% |
18.11.2024 | 1.05% | 95.15 % | 96.15 % | 100'000 | 100'000 | 27'303 | 27'303 | 25'948 USD | 26'221 USD | 97.51% | 97.51% |
15.11.2024 | 1.05% | 94.20 % | 95.20 % | 100'000 | 100'000 | 27'083 | 27'083 | 25'540 USD | 25'810 USD | 98.77% | 98.77% |
14.11.2024 | 1.05% | 94.75 % | 95.75 % | 100'000 | 100'000 | 63'374 | 63'374 | 60'063 USD | 60'697 USD | 28.32% | 28.32% |