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% | 99.00 % | 100.00 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'041 EUR | 100'043 EUR | 98.15% | 98.15% |
19.11.2024 | 1.00% | 99.00 % | 100.00 % | 100'000 | 100'000 | 100'000 | 100'000 | 98'970 EUR | 99'967 EUR | 93.72% | 93.72% |
18.11.2024 | 1.01% | 99.15 % | 100.20 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'075 EUR | 100'085 EUR | 68.84% | 68.84% |
15.11.2024 | 1.00% | 99.00 % | 100.00 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'047 EUR | 100'042 EUR | 87.90% | 87.90% |
14.11.2024 | 1.00% | 99.05 % | 100.10 % | 100'000 | 100'000 | 100'000 | 100'000 | 98'991 EUR | 99'983 EUR | 62.95% | 62.95% |
13.11.2024 | 1.01% | 98.70 % | 99.70 % | 100'000 | 100'000 | 100'000 | 100'000 | 98'848 EUR | 99'848 EUR | 74.41% | 74.41% |
12.11.2024 | 1.02% | 98.80 % | 99.80 % | 100'000 | 100'000 | 100'000 | 100'000 | 98'993 EUR | 100'005 EUR | 50.33% | 50.33% |
11.11.2024 | 1.01% | 99.15 % | 100.20 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'188 EUR | 100'193 EUR | 78.94% | 78.94% |
08.11.2024 | 1.01% | 99.05 % | 100.00 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'135 EUR | 100'138 EUR | 87.22% | 87.22% |
07.11.2024 | 1.00% | 99.25 % | 100.20 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'213 EUR | 100'209 EUR | 99.16% | 99.16% |