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 | 0.79% | 90.50 % | 91.00 % | 500'000 | 500'000 | 146'403 | 146'403 | 132'066 USD | 132'901 USD | 99.64% | 99.64% |
19.11.2024 | 0.80% | 89.70 % | 90.20 % | 500'000 | 500'000 | 147'340 | 147'340 | 131'674 USD | 132'514 USD | 100.00% | 100.00% |
18.11.2024 | 1.67% | 89.50 % | 90.00 % | 500'000 | 500'000 | 125'210 | 125'210 | 111'677 USD | 112'399 USD | 99.77% | 99.77% |
15.11.2024 | 0.77% | 90.20 % | 90.70 % | 500'000 | 500'000 | 147'590 | 147'590 | 134'497 USD | 135'338 USD | 99.90% | 99.90% |
14.11.2024 | 0.76% | 93.50 % | 94.00 % | 500'000 | 500'000 | 145'822 | 145'822 | 136'206 USD | 137'042 USD | 99.10% | 99.10% |
13.11.2024 | 3.48% | 94.60 % | 95.10 % | 500'000 | 500'000 | 125'897 | 125'897 | 118'928 USD | 120'185 USD | 99.77% | 99.77% |