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 | 1.03% | 99.25 % | 100.30 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'259 EUR | 100'291 EUR | 98.15% | 98.15% |
19.11.2024 | 1.00% | 99.30 % | 100.30 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'300 EUR | 100'300 EUR | 93.72% | 93.72% |
18.11.2024 | 1.00% | 99.30 % | 100.30 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'300 EUR | 100'300 EUR | 80.78% | 80.78% |
15.11.2024 | 1.00% | 99.30 % | 100.30 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'300 EUR | 100'300 EUR | 88.41% | 88.41% |
14.11.2024 | 1.00% | 99.30 % | 100.30 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'300 EUR | 100'300 EUR | 63.21% | 63.21% |
13.11.2024 | 0.95% | 99.35 % | 100.30 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'350 EUR | 100'301 EUR | 75.78% | 75.78% |
12.11.2024 | 0.95% | 99.35 % | 100.30 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'350 EUR | 100'301 EUR | 51.32% | 51.32% |
11.11.2024 | 0.99% | 99.35 % | 100.40 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'350 EUR | 100'336 EUR | 80.25% | 80.25% |
08.11.2024 | 1.00% | 99.35 % | 100.30 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'302 EUR | 100'300 EUR | 86.91% | 86.91% |
07.11.2024 | 0.99% | 99.30 % | 100.30 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'307 EUR | 100'300 EUR | 99.16% | 99.16% |