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 | 1.04% | 95.95 % | 96.95 % | 100'000 | 100'000 | 27'257 | 27'257 | 26'085 USD | 26'357 USD | 91.49% | 91.49% |
15.05.2024 | 1.05% | 95.20 % | 96.20 % | 100'000 | 100'000 | 25'642 | 25'642 | 24'294 USD | 24'551 USD | 93.31% | 93.31% |
14.05.2024 | 1.06% | 94.20 % | 95.20 % | 100'000 | 100'000 | 28'684 | 28'684 | 27'023 USD | 27'310 USD | 90.92% | 90.92% |
13.05.2024 | 1.06% | 94.30 % | 95.30 % | 100'000 | 100'000 | 29'048 | 29'048 | 27'326 USD | 27'616 USD | 89.99% | 89.99% |
10.05.2024 | 1.06% | 93.75 % | 94.75 % | 100'000 | 100'000 | 26'860 | 26'860 | 25'168 USD | 25'436 USD | 90.14% | 90.14% |
08.05.2024 | 1.06% | 93.40 % | 94.40 % | 100'000 | 100'000 | 26'173 | 26'173 | 24'592 USD | 24'853 USD | 93.30% | 93.30% |
07.05.2024 | 1.05% | 94.65 % | 95.65 % | 100'000 | 100'000 | 27'911 | 27'911 | 26'428 USD | 26'707 USD | 93.06% | 93.06% |
06.05.2024 | 1.06% | 94.40 % | 95.40 % | 100'000 | 100'000 | 14'111 | 14'111 | 13'309 USD | 13'450 USD | 93.93% | 93.93% |
03.05.2024 | 1.06% | 93.80 % | 94.80 % | 100'000 | 100'000 | 12'934 | 12'934 | 12'119 USD | 12'248 USD | 80.52% | 80.52% |
02.05.2024 | 1.07% | 93.00 % | 94.00 % | 100'000 | 100'000 | 29'030 | 29'030 | 26'952 USD | 27'242 USD | 91.11% | 91.11% |