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 | 1.06% | 93.30 % | 94.30 % | 100'000 | 100'000 | 100'000 | 100'000 | 93'794 EUR | 94'794 EUR | 98.15% | 98.15% |
19.11.2024 | 1.07% | 93.65 % | 94.65 % | 100'000 | 100'000 | 100'000 | 100'000 | 93'330 EUR | 94'330 EUR | 93.72% | 93.72% |
18.11.2024 | 1.06% | 93.90 % | 94.90 % | 100'000 | 100'000 | 100'000 | 100'000 | 93'949 EUR | 94'949 EUR | 68.68% | 68.68% |
15.11.2024 | 1.06% | 93.30 % | 94.30 % | 100'000 | 100'000 | 100'000 | 100'000 | 93'609 EUR | 94'609 EUR | 87.91% | 87.91% |
14.11.2024 | 1.07% | 93.20 % | 94.20 % | 100'000 | 100'000 | 100'000 | 100'000 | 92'690 EUR | 93'690 EUR | 63.17% | 63.17% |
13.11.2024 | 1.08% | 90.50 % | 91.50 % | 100'000 | 100'000 | 100'000 | 100'000 | 92'170 EUR | 93'170 EUR | 76.05% | 76.05% |
12.11.2024 | 1.06% | 92.95 % | 93.95 % | 100'000 | 100'000 | 100'000 | 100'000 | 93'654 EUR | 94'654 EUR | 51.27% | 51.27% |
11.11.2024 | 1.06% | 93.75 % | 94.75 % | 100'000 | 100'000 | 100'000 | 100'000 | 93'475 EUR | 94'475 EUR | 81.34% | 81.34% |
08.11.2024 | 1.07% | 92.90 % | 93.90 % | 100'000 | 100'000 | 100'000 | 100'000 | 93'029 EUR | 94'029 EUR | 84.61% | 84.61% |
07.11.2024 | 1.05% | 94.75 % | 95.75 % | 100'000 | 100'000 | 100'000 | 100'000 | 94'967 EUR | 95'967 EUR | 99.16% | 99.16% |