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 |
---|---|---|---|---|---|---|---|---|---|---|---|
27.03.2024 | 2.59% | 2.56 USD | 2.62 USD | 50'000 | 14'766 | 50'000 | 19'948 | 128'145 USD | 52'475 USD | 100.00% | 100.00% |
26.03.2024 | 2.47% | 2.64 USD | 2.71 USD | 48'658 | 27'037 | 49'765 | 27'586 | 123'622 USD | 70'233 USD | 100.00% | 100.00% |
25.03.2024 | 2.53% | 2.47 USD | 2.53 USD | 38'576 | 1'458 | 41'022 | 11'626 | 105'990 USD | 30'898 USD | 89.26% | 89.26% |
22.03.2024 | 2.47% | 2.59 USD | 2.66 USD | 41'006 | 26'713 | 48'101 | 27'765 | 115'473 USD | 68'433 USD | 100.00% | 100.00% |
21.03.2024 | 2.58% | 2.30 USD | 2.36 USD | 50'000 | 24'659 | 50'000 | 26'271 | 114'917 USD | 61'961 USD | 100.00% | 100.00% |
20.03.2024 | 2.61% | 2.32 USD | 2.38 USD | 45'709 | 29'250 | 46'390 | 29'910 | 105'215 USD | 69'633 USD | 100.00% | 100.00% |
19.03.2024 | 2.62% | 2.23 USD | 2.29 USD | 40'714 | 30'000 | 45'828 | 30'000 | 103'671 USD | 69'634 USD | 100.00% | 100.00% |
18.03.2024 | 2.40% | 2.29 USD | 2.35 USD | 47'144 | 26'499 | 48'900 | 29'304 | 106'257 USD | 65'247 USD | 100.00% | 100.00% |
15.03.2024 | 2.53% | 2.01 USD | 2.06 USD | 49'191 | 30'000 | 49'611 | 30'000 | 96'699 USD | 59'982 USD | 100.00% | 100.00% |
14.03.2024 | 2.53% | 1.94 USD | 1.99 USD | 50'000 | 28'552 | 50'000 | 29'923 | 97'683 USD | 59'956 USD | 100.00% | 100.00% |