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 |
---|---|---|---|---|---|---|---|---|---|---|---|
15.05.2024 | 0.17% | 59.25 % | 59.35 % | 1'000'000 | 600'000 | 1'000'000 | 992'024 | 591'169 USD | 587'437 USD | 100.00% | 100.00% |
14.05.2024 | 0.17% | 58.99 % | 59.09 % | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 588'538 USD | 589'538 USD | 100.00% | 100.00% |
13.05.2024 | 0.17% | 58.78 % | 58.88 % | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 588'225 USD | 589'225 USD | 100.00% | 100.00% |
10.05.2024 | 0.17% | 58.39 % | 58.49 % | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 583'242 USD | 584'242 USD | 100.00% | 100.00% |
08.05.2024 | 0.18% | 56.57 % | 56.67 % | 700'000 | 1'000'000 | 993'741 | 1'000'000 | 560'739 USD | 565'280 USD | 100.00% | 100.00% |
07.05.2024 | 0.18% | 56.78 % | 56.88 % | 1'000'000 | 700'000 | 1'000'000 | 999'784 | 567'457 USD | 568'334 USD | 100.00% | 100.00% |
06.05.2024 | 0.17% | 57.38 % | 57.48 % | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 574'162 USD | 575'162 USD | 100.00% | 100.00% |
03.05.2024 | 0.18% | 57.08 % | 57.18 % | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 568'755 USD | 569'755 USD | 99.93% | 99.93% |
02.05.2024 | 0.18% | 55.71 % | 55.81 % | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 556'293 USD | 557'293 USD | 100.00% | 100.00% |
30.04.2024 | 0.18% | 54.58 % | 54.68 % | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 545'736 USD | 546'736 USD | 100.00% | 100.00% |