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 | 2.77% | 35.05 % | 36.05 % | 100'000 | 100'000 | 100'000 | 100'000 | 35'654 EUR | 36'654 EUR | 98.15% | 98.15% |
19.11.2024 | 2.75% | 35.95 % | 36.95 % | 100'000 | 100'000 | 100'000 | 100'000 | 35'929 EUR | 36'929 EUR | 93.72% | 93.72% |
18.11.2024 | 2.74% | 35.90 % | 36.90 % | 100'000 | 100'000 | 100'000 | 100'000 | 35'950 EUR | 36'950 EUR | 71.38% | 71.38% |
15.11.2024 | 2.70% | 36.15 % | 37.15 % | 100'000 | 100'000 | 100'000 | 100'000 | 36'471 EUR | 37'471 EUR | 92.98% | 92.98% |
14.11.2024 | 2.67% | 36.85 % | 37.85 % | 100'000 | 100'000 | 100'000 | 100'000 | 36'926 EUR | 37'926 EUR | 28.73% | 28.73% |
13.11.2024 | 2.67% | 36.25 % | 37.25 % | 100'000 | 100'000 | 100'000 | 100'000 | 36'988 EUR | 37'988 EUR | 62.55% | 62.55% |
12.11.2024 | 2.54% | 39.05 % | 40.05 % | 100'000 | 100'000 | 100'000 | 100'000 | 38'942 EUR | 39'942 EUR | 18.84% | 18.84% |
11.11.2024 | 2.24% | 44.00 % | 45.00 % | 100'000 | 100'000 | 100'000 | 100'000 | 44'063 EUR | 45'063 EUR | 61.24% | 61.24% |
08.11.2024 | 2.28% | 43.30 % | 44.30 % | 100'000 | 100'000 | 100'000 | 100'000 | 43'300 EUR | 44'300 EUR | 86.96% | 86.96% |
07.11.2024 | 2.24% | 43.95 % | 44.95 % | 100'000 | 100'000 | 100'000 | 100'000 | 44'139 EUR | 45'139 EUR | 97.82% | 97.82% |