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 |
---|---|---|---|---|---|---|---|---|---|---|---|
20.11.2024 | 1.05% | 99.15 % | 100.20 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'150 EUR | 100'200 EUR | 98.15% | 98.15% |
19.11.2024 | 1.00% | 99.20 % | 100.20 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'200 EUR | 100'200 EUR | 93.72% | 93.72% |
18.11.2024 | 1.00% | 99.20 % | 100.20 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'200 EUR | 100'200 EUR | 71.40% | 71.40% |
15.11.2024 | 1.00% | 99.20 % | 100.20 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'200 EUR | 100'200 EUR | 88.36% | 88.36% |
14.11.2024 | 1.04% | 99.15 % | 100.20 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'150 EUR | 100'183 EUR | 35.03% | 35.03% |
13.11.2024 | 1.01% | 99.05 % | 100.00 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'087 EUR | 100'092 EUR | 62.02% | 62.02% |
12.11.2024 | 1.01% | 98.10 % | 99.10 % | 100'000 | 100'000 | 100'000 | 100'000 | 98'263 EUR | 99'263 EUR | 51.19% | 51.19% |
11.11.2024 | 1.01% | 98.30 % | 99.30 % | 100'000 | 100'000 | 100'000 | 100'000 | 98'396 EUR | 99'396 EUR | 81.04% | 81.04% |
08.11.2024 | 1.02% | 97.80 % | 98.80 % | 100'000 | 100'000 | 100'000 | 100'000 | 97'899 EUR | 98'899 EUR | 86.81% | 86.81% |
07.11.2024 | 1.01% | 97.95 % | 98.95 % | 100'000 | 100'000 | 100'000 | 100'000 | 98'023 EUR | 99'023 EUR | 99.16% | 99.16% |