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 | 1.22% | 79.60 % | 80.60 % | 100'000 | 100'000 | 100'000 | 100'000 | 81'369 EUR | 82'369 EUR | 98.15% | 98.15% |
19.11.2024 | 1.20% | 82.55 % | 83.55 % | 100'000 | 100'000 | 100'000 | 100'000 | 82'728 EUR | 83'728 EUR | 93.72% | 93.72% |
18.11.2024 | 1.17% | 85.50 % | 86.50 % | 100'000 | 100'000 | 100'000 | 100'000 | 85'032 EUR | 86'032 EUR | 80.65% | 80.65% |
15.11.2024 | 1.14% | 88.25 % | 89.25 % | 100'000 | 100'000 | 100'000 | 100'000 | 87'338 EUR | 88'338 EUR | 92.49% | 92.49% |
14.11.2024 | 1.17% | 84.60 % | 85.60 % | 100'000 | 100'000 | 100'000 | 100'000 | 84'903 EUR | 85'903 EUR | 28.00% | 28.00% |
13.11.2024 | 1.12% | 87.20 % | 88.20 % | 100'000 | 100'000 | 100'000 | 100'000 | 88'613 EUR | 89'613 EUR | 73.19% | 73.19% |
12.11.2024 | 1.08% | 90.80 % | 91.80 % | 100'000 | 100'000 | 100'000 | 100'000 | 92'137 EUR | 93'137 EUR | 49.70% | 49.70% |
11.11.2024 | 1.08% | 92.55 % | 93.55 % | 100'000 | 100'000 | 100'000 | 100'000 | 92'239 EUR | 93'239 EUR | 81.03% | 81.03% |
08.11.2024 | 1.09% | 91.25 % | 92.25 % | 100'000 | 100'000 | 100'000 | 100'000 | 91'325 EUR | 92'325 EUR | 87.16% | 87.16% |
07.11.2024 | 1.06% | 93.75 % | 94.75 % | 100'000 | 100'000 | 100'000 | 100'000 | 93'675 EUR | 94'675 EUR | 97.82% | 97.82% |