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 | 0.80% | 106.08 % | 106.93 % | 100'000 | 1'000 | 100'000 | 1'000 | 106'087 EUR | 1'069 EUR | 100.00% | 100.00% |
19.11.2024 | 0.80% | 106.12 % | 106.97 % | 100'000 | 1'000 | 100'000 | 1'000 | 106'306 EUR | 1'072 EUR | 100.00% | 100.00% |
18.11.2024 | 0.80% | 106.30 % | 107.15 % | 100'000 | 1'000 | 100'000 | 1'000 | 106'333 EUR | 1'072 EUR | 100.00% | 100.00% |
15.11.2024 | 0.80% | 106.42 % | 107.27 % | 100'000 | 1'000 | 100'000 | 1'000 | 107'623 EUR | 1'085 EUR | 100.00% | 100.00% |
14.11.2024 | 0.80% | 107.99 % | 108.86 % | 100'000 | 1'000 | 100'000 | 1'000 | 107'924 EUR | 1'088 EUR | 99.93% | 99.93% |
13.11.2024 | 0.80% | 107.87 % | 108.74 % | 100'000 | 1'000 | 100'000 | 1'000 | 107'914 EUR | 1'088 EUR | 100.00% | 100.00% |
12.11.2024 | 0.80% | 107.38 % | 108.24 % | 100'000 | 1'000 | 100'000 | 1'000 | 107'253 EUR | 1'081 EUR | 100.00% | 100.00% |
11.11.2024 | 0.80% | 107.21 % | 108.07 % | 100'000 | 1'000 | 100'000 | 1'000 | 107'169 EUR | 1'080 EUR | 100.00% | 100.00% |
08.11.2024 | 0.80% | 107.12 % | 107.98 % | 100'000 | 1'000 | 100'000 | 1'000 | 107'107 EUR | 1'080 EUR | 100.00% | 100.00% |
07.11.2024 | 0.80% | 107.09 % | 107.95 % | 100'000 | 1'000 | 100'000 | 1'000 | 106'919 EUR | 1'078 EUR | 100.00% | 100.00% |