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 | 0.70% | 96.21 % | 97.10 % | 300'000 | 300'000 | 99'581 | 99'581 | 95'929 USD | 96'692 USD | 99.45% | 99.45% |
19.11.2024 | 0.53% | 96.30 % | 96.80 % | 500'000 | 500'000 | 147'379 | 147'379 | 141'677 USD | 142'415 USD | 100.00% | 100.00% |
18.11.2024 | 0.53% | 96.20 % | 96.70 % | 500'000 | 500'000 | 146'881 | 146'881 | 141'012 USD | 141'747 USD | 99.77% | 99.77% |
15.11.2024 | 0.53% | 95.90 % | 96.40 % | 500'000 | 500'000 | 144'218 | 144'218 | 138'727 USD | 139'449 USD | 99.04% | 99.04% |
14.11.2024 | 0.53% | 97.10 % | 97.60 % | 500'000 | 500'000 | 145'707 | 145'707 | 141'621 USD | 142'353 USD | 99.10% | 99.10% |
13.11.2024 | 0.53% | 97.60 % | 98.10 % | 500'000 | 500'000 | 145'134 | 145'134 | 141'445 USD | 142'174 USD | 99.69% | 99.69% |