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 | 0.95% | 93.60 % | 94.10 % | 500'000 | 500'000 | 146'426 | 146'426 | 137'277 USD | 138'190 USD | 99.01% | 99.01% |
19.11.2024 | 1.34% | 95.00 % | 95.50 % | 500'000 | 500'000 | 123'428 | 123'428 | 117'701 USD | 118'378 USD | 100.00% | 100.00% |
18.11.2024 | 0.71% | 95.60 % | 96.10 % | 500'000 | 500'000 | 142'723 | 142'723 | 135'569 USD | 136'343 USD | 99.77% | 99.77% |
15.11.2024 | 0.67% | 95.10 % | 95.60 % | 500'000 | 500'000 | 142'325 | 142'325 | 135'262 USD | 136'029 USD | 99.04% | 99.04% |
14.11.2024 | 0.64% | 95.50 % | 96.00 % | 500'000 | 500'000 | 145'725 | 145'725 | 139'113 USD | 139'894 USD | 99.10% | 99.10% |
13.11.2024 | 2.50% | 95.80 % | 96.30 % | 500'000 | 500'000 | 143'293 | 143'293 | 137'882 USD | 139'493 USD | 99.52% | 99.52% |