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 | 1.01% | 99.10 % | 100.10 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'097 EUR | 100'100 EUR | 98.15% | 98.15% |
19.11.2024 | 1.01% | 99.10 % | 100.10 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'084 EUR | 100'092 EUR | 93.72% | 93.72% |
18.11.2024 | 1.01% | 99.10 % | 100.10 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'098 EUR | 100'100 EUR | 69.95% | 69.95% |
15.11.2024 | 1.03% | 99.05 % | 100.10 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'070 EUR | 100'097 EUR | 94.01% | 94.01% |
14.11.2024 | 0.98% | 99.05 % | 100.00 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'024 EUR | 100'002 EUR | 62.84% | 62.84% |
13.11.2024 | 1.01% | 99.00 % | 100.00 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'092 EUR | 100'099 EUR | 73.78% | 73.78% |
12.11.2024 | 1.00% | 99.00 % | 100.00 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'062 EUR | 100'060 EUR | 50.41% | 50.41% |
11.11.2024 | 0.97% | 99.10 % | 100.10 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'159 EUR | 100'130 EUR | 81.41% | 81.41% |
08.11.2024 | 1.00% | 99.10 % | 100.10 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'091 EUR | 100'090 EUR | 86.85% | 86.85% |
07.11.2024 | 0.99% | 99.15 % | 100.10 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'137 EUR | 100'126 EUR | 99.16% | 99.16% |