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 | 1.02% | 99.55 % | 100.50 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'630 EUR | 100'647 EUR | 98.15% | 98.15% |
19.11.2024 | 1.00% | 99.55 % | 100.50 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'577 EUR | 100'578 EUR | 93.72% | 93.72% |
18.11.2024 | 1.00% | 99.70 % | 100.70 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'701 EUR | 100'700 EUR | 70.39% | 70.39% |
15.11.2024 | 1.01% | 99.65 % | 100.70 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'639 EUR | 100'651 EUR | 92.85% | 92.85% |
14.11.2024 | 1.02% | 99.60 % | 100.60 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'578 EUR | 100'600 EUR | 65.28% | 65.28% |
13.11.2024 | 1.00% | 99.45 % | 100.50 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'537 EUR | 100'541 EUR | 75.25% | 75.25% |
12.11.2024 | 1.02% | 99.55 % | 100.60 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'633 EUR | 100'650 EUR | 49.64% | 49.64% |
11.11.2024 | 0.97% | 99.75 % | 100.70 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'729 EUR | 100'700 EUR | 61.65% | 61.65% |
08.11.2024 | 1.00% | 99.60 % | 100.60 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'613 EUR | 100'610 EUR | 86.96% | 86.96% |
07.11.2024 | 0.99% | 99.65 % | 100.70 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'673 EUR | 100'663 EUR | 99.16% | 99.16% |