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 | 1.18% | 85.25 % | 86.25 % | 100'000 | 100'000 | 27'257 | 27'257 | 23'088 USD | 23'361 USD | 91.49% | 91.49% |
15.05.2024 | 1.20% | 83.15 % | 84.15 % | 100'000 | 100'000 | 25'642 | 25'642 | 21'288 USD | 21'544 USD | 93.31% | 93.31% |
14.05.2024 | 1.21% | 82.20 % | 83.20 % | 100'000 | 100'000 | 28'684 | 28'684 | 23'550 USD | 23'837 USD | 90.92% | 90.92% |
13.05.2024 | 1.23% | 83.15 % | 84.15 % | 100'000 | 100'000 | 36'499 | 36'499 | 30'025 USD | 30'390 USD | 64.68% | 64.68% |
10.05.2024 | 1.23% | 80.65 % | 81.65 % | 100'000 | 100'000 | 26'571 | 26'571 | 21'462 USD | 21'728 USD | 54.70% | 54.70% |
08.05.2024 | 1.22% | 79.30 % | 80.30 % | 100'000 | 100'000 | 39'022 | 39'022 | 31'234 USD | 31'624 USD | 36.05% | 38.97% |
07.05.2024 | 1.20% | 82.85 % | 83.85 % | 100'000 | 100'000 | 30'093 | 30'093 | 24'923 USD | 25'224 USD | 57.84% | 57.84% |
06.05.2024 | 1.21% | 81.95 % | 82.95 % | 100'000 | 100'000 | 12'870 | 12'870 | 10'570 USD | 10'699 USD | 59.75% | 59.75% |
03.05.2024 | 1.23% | 81.25 % | 82.25 % | 100'000 | 100'000 | 13'642 | 13'642 | 11'047 USD | 11'184 USD | 47.54% | 47.54% |
02.05.2024 | 1.23% | 80.05 % | 81.05 % | 100'000 | 100'000 | 29'705 | 29'705 | 23'802 USD | 24'099 USD | 61.56% | 61.56% |