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 | 2.73% | 35.50 % | 36.50 % | 100'000 | 100'000 | 100'000 | 100'000 | 36'081 EUR | 37'081 EUR | 98.15% | 98.15% |
19.11.2024 | 2.72% | 36.35 % | 37.35 % | 100'000 | 100'000 | 100'000 | 100'000 | 36'324 EUR | 37'324 EUR | 93.72% | 93.72% |
18.11.2024 | 2.72% | 36.30 % | 37.30 % | 100'000 | 100'000 | 100'000 | 100'000 | 36'330 EUR | 37'330 EUR | 69.92% | 69.92% |
15.11.2024 | 2.68% | 36.50 % | 37.50 % | 100'000 | 100'000 | 100'000 | 100'000 | 36'811 EUR | 37'811 EUR | 92.85% | 92.85% |
14.11.2024 | 2.68% | 37.15 % | 38.15 % | 100'000 | 100'000 | 100'000 | 100'000 | 36'862 EUR | 37'862 EUR | 63.44% | 63.44% |
13.11.2024 | 2.65% | 36.50 % | 37.50 % | 100'000 | 100'000 | 100'000 | 100'000 | 37'232 EUR | 38'232 EUR | 63.31% | 63.31% |
12.11.2024 | 2.52% | 39.15 % | 40.15 % | 100'000 | 100'000 | 100'000 | 100'000 | 39'127 EUR | 40'127 EUR | 18.32% | 18.32% |
11.11.2024 | 2.25% | 43.85 % | 44.85 % | 100'000 | 100'000 | 100'000 | 100'000 | 43'886 EUR | 44'886 EUR | 62.83% | 62.83% |
08.11.2024 | 2.29% | 43.20 % | 44.20 % | 100'000 | 100'000 | 100'000 | 100'000 | 43'180 EUR | 44'180 EUR | 86.88% | 86.88% |
07.11.2024 | 2.25% | 43.80 % | 44.80 % | 100'000 | 100'000 | 100'000 | 100'000 | 43'958 EUR | 44'958 EUR | 99.16% | 99.16% |