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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22.11.2024 | 1.04% | 95.55 % | 96.55 % | 100'000 | 100'000 | 100'000 | 100'000 | 95'216 EUR | 96'216 EUR | 99.91% | 99.91% |
20.11.2024 | 1.04% | 95.60 % | 96.60 % | 100'000 | 100'000 | 100'000 | 100'000 | 96'010 EUR | 97'010 EUR | 98.15% | 98.15% |
19.11.2024 | 1.04% | 95.75 % | 96.75 % | 100'000 | 100'000 | 100'000 | 100'000 | 95'742 EUR | 96'742 EUR | 93.72% | 93.72% |
18.11.2024 | 1.02% | 96.70 % | 97.70 % | 100'000 | 100'000 | 100'000 | 100'000 | 97'098 EUR | 98'098 EUR | 79.58% | 79.58% |
15.11.2024 | 1.02% | 97.15 % | 98.15 % | 100'000 | 100'000 | 100'000 | 100'000 | 97'104 EUR | 98'104 EUR | 92.61% | 92.61% |
14.11.2024 | 1.04% | 95.95 % | 96.95 % | 100'000 | 100'000 | 100'000 | 100'000 | 95'643 EUR | 96'643 EUR | 65.46% | 65.46% |
13.11.2024 | 1.05% | 94.75 % | 95.75 % | 100'000 | 100'000 | 100'000 | 100'000 | 94'813 EUR | 95'813 EUR | 75.38% | 75.38% |
12.11.2024 | 1.04% | 95.10 % | 96.10 % | 100'000 | 100'000 | 100'000 | 100'000 | 95'829 EUR | 96'829 EUR | 49.66% | 49.66% |
11.11.2024 | 1.04% | 97.00 % | 98.00 % | 100'000 | 100'000 | 100'000 | 100'000 | 95'891 EUR | 96'891 EUR | 11.90% | 11.90% |
08.11.2024 | 1.08% | 91.90 % | 92.90 % | 100'000 | 100'000 | 100'000 | 100'000 | 92'275 EUR | 93'275 EUR | 86.89% | 86.89% |