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 | 0.52% | 95.90 % | 96.40 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 954'824 USD | 479'912 USD | 99.37% | 99.37% |
15.05.2024 | 0.52% | 95.00 % | 95.50 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 950'148 USD | 477'574 USD | 99.37% | 99.37% |
14.05.2024 | 0.48% | 94.75 % | 95.25 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 946'181 USD | 475'366 USD | 99.21% | 99.21% |
13.05.2024 | 0.49% | 95.05 % | 95.55 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 941'876 USD | 473'234 USD | 98.49% | 98.49% |
10.05.2024 | 0.48% | 94.05 % | 94.50 % | 1'000'000 | 500'000 | 1'000'000 | 499'933 | 941'580 USD | 472'976 USD | 99.27% | 99.27% |
08.05.2024 | 0.48% | 93.35 % | 93.80 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 941'195 USD | 472'847 USD | 99.08% | 99.08% |
07.05.2024 | 0.53% | 95.00 % | 95.50 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 949'405 USD | 477'202 USD | 97.19% | 97.19% |
06.05.2024 | 0.48% | 94.70 % | 95.15 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 947'216 USD | 475'902 USD | 92.25% | 92.25% |
03.05.2024 | 0.48% | 94.30 % | 94.75 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 942'048 USD | 473'280 USD | 99.36% | 99.36% |
02.05.2024 | 0.48% | 93.60 % | 94.05 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 940'721 USD | 472'610 USD | 99.03% | 99.03% |