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 |
---|---|---|---|---|---|---|---|---|---|---|---|
29.08.2024 | 0.50% | 95.97 % | 96.45 % | 100'000 | 100'000 | 100'000 | 100'000 | 94'644 EUR | 95'119 EUR | 100.00% | 100.00% |
28.08.2024 | 0.50% | 93.86 % | 94.33 % | 100'000 | 100'000 | 100'000 | 100'000 | 94'405 EUR | 94'880 EUR | 100.00% | 100.00% |
27.08.2024 | 0.50% | 94.26 % | 94.73 % | 100'000 | 100'000 | 100'000 | 100'000 | 93'791 EUR | 94'263 EUR | 100.00% | 100.00% |
26.08.2024 | 0.50% | 94.21 % | 94.68 % | 100'000 | 100'000 | 100'000 | 100'000 | 94'283 EUR | 94'757 EUR | 100.00% | 100.00% |
23.08.2024 | 0.50% | 94.04 % | 94.52 % | 100'000 | 100'000 | 100'000 | 100'000 | 94'463 EUR | 94'938 EUR | 99.82% | 99.82% |
22.08.2024 | 0.50% | 95.32 % | 95.80 % | 100'000 | 100'000 | 88'323 | 88'323 | 83'970 EUR | 84'392 EUR | 99.89% | 99.89% |
21.08.2024 | 0.50% | 94.91 % | 95.39 % | 100'000 | 100'000 | 100'000 | 100'000 | 95'000 EUR | 95'477 EUR | 99.94% | 99.94% |
20.08.2024 | 0.50% | 95.07 % | 95.55 % | 100'000 | 100'000 | 100'000 | 100'000 | 94'379 EUR | 94'853 EUR | 100.00% | 100.00% |
19.08.2024 | 0.50% | 93.78 % | 94.26 % | 100'000 | 100'000 | 100'000 | 100'000 | 93'359 EUR | 93'829 EUR | 82.89% | 82.89% |
16.08.2024 | 0.50% | 93.20 % | 93.67 % | 100'000 | 100'000 | 100'000 | 100'000 | 93'755 EUR | 94'227 EUR | 67.39% | 67.39% |