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 |
---|---|---|---|---|---|---|---|---|---|---|---|
16.05.2024 | 1.02% | 96.90 % | 97.90 % | 100'000 | 100'000 | 27'257 | 27'257 | 26'470 USD | 26'742 USD | 91.49% | 91.49% |
15.05.2024 | 1.02% | 97.00 % | 98.00 % | 100'000 | 100'000 | 25'642 | 25'642 | 24'899 USD | 25'155 USD | 93.31% | 93.31% |
14.05.2024 | 1.02% | 97.05 % | 98.05 % | 100'000 | 100'000 | 28'684 | 28'684 | 27'912 USD | 28'198 USD | 90.92% | 90.92% |
13.05.2024 | 1.02% | 97.30 % | 98.30 % | 100'000 | 100'000 | 29'048 | 29'048 | 28'275 USD | 28'565 USD | 89.99% | 89.99% |
10.05.2024 | 1.02% | 97.20 % | 98.20 % | 100'000 | 100'000 | 26'861 | 26'861 | 26'119 USD | 26'388 USD | 90.14% | 90.14% |
08.05.2024 | 1.03% | 96.60 % | 97.60 % | 100'000 | 100'000 | 26'173 | 26'173 | 25'231 USD | 25'493 USD | 93.30% | 93.30% |
07.05.2024 | 1.03% | 95.95 % | 96.95 % | 100'000 | 100'000 | 27'912 | 27'912 | 26'821 USD | 27'100 USD | 93.06% | 93.06% |
06.05.2024 | 1.03% | 96.50 % | 97.50 % | 100'000 | 100'000 | 14'111 | 14'111 | 13'639 USD | 13'780 USD | 93.93% | 93.93% |
03.05.2024 | 1.03% | 96.35 % | 97.35 % | 100'000 | 100'000 | 12'934 | 12'934 | 12'531 USD | 12'661 USD | 80.52% | 80.52% |
02.05.2024 | 1.03% | 96.25 % | 97.25 % | 100'000 | 100'000 | 96'928 | 96'928 | 93'351 USD | 94'320 USD | 19.78% | 19.78% |