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 | 1.21% | 104.71 USD | 105.76 USD | 5'900 | 5'900 | 1'915 | 1'915 | 200'304 USD | 202'342 USD | 99.64% | 99.64% |
19.11.2024 | 2.30% | 104.31 USD | 105.36 USD | 6'100 | 6'100 | 1'731 | 1'731 | 180'669 USD | 183'181 USD | 100.00% | 100.00% |
18.11.2024 | 1.53% | 103.77 USD | 104.82 USD | 6'000 | 6'000 | 1'633 | 1'633 | 169'290 USD | 171'075 USD | 99.40% | 99.40% |
15.11.2024 | 1.03% | 103.83 USD | 104.88 USD | 5'900 | 5'900 | 2'008 | 2'008 | 208'482 USD | 210'596 USD | 99.04% | 99.04% |
14.11.2024 | 1.04% | 104.03 USD | 105.08 USD | 5'900 | 5'900 | 2'016 | 2'016 | 209'932 USD | 212'059 USD | 99.10% | 99.10% |
13.11.2024 | 1.04% | 104.18 USD | 105.23 USD | 5'800 | 5'800 | 1'992 | 1'992 | 207'540 USD | 209'644 USD | 100.00% | 100.00% |
12.11.2024 | 1.28% | 104.30 USD | 105.35 USD | 5'700 | 5'700 | 1'777 | 1'777 | 185'406 USD | 187'310 USD | 99.58% | 99.58% |
11.11.2024 | 1.03% | 104.60 USD | 105.66 USD | 5'700 | 5'700 | 1'977 | 1'977 | 206'596 USD | 208'692 USD | 99.87% | 99.87% |
08.11.2024 | 1.04% | 104.38 USD | 105.43 USD | 5'800 | 5'800 | 1'998 | 1'998 | 208'355 USD | 210'462 USD | 100.00% | 100.00% |
07.11.2024 | 1.04% | 104.04 USD | 105.09 USD | 5'900 | 5'900 | 2'025 | 2'025 | 210'637 USD | 212'773 USD | 99.88% | 99.88% |