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 | 1.29% | 76.60 % | 77.60 % | 100'000 | 100'000 | 100'000 | 100'000 | 77'188 EUR | 78'188 EUR | 95.48% | 95.48% |
19.11.2024 | 1.30% | 77.40 % | 78.40 % | 100'000 | 100'000 | 100'000 | 100'000 | 76'629 EUR | 77'629 EUR | 93.72% | 93.72% |
18.11.2024 | 1.26% | 79.00 % | 80.00 % | 100'000 | 100'000 | 100'000 | 100'000 | 78'985 EUR | 79'985 EUR | 79.46% | 79.46% |
15.11.2024 | 1.25% | 78.90 % | 79.90 % | 100'000 | 100'000 | 100'000 | 100'000 | 79'311 EUR | 80'311 EUR | 88.11% | 88.11% |
14.11.2024 | 1.26% | 79.00 % | 80.00 % | 100'000 | 100'000 | 100'000 | 100'000 | 78'757 EUR | 79'757 EUR | 28.88% | 28.88% |
13.11.2024 | 1.29% | 75.50 % | 76.50 % | 100'000 | 100'000 | 100'000 | 100'000 | 77'319 EUR | 78'319 EUR | 76.05% | 76.05% |
12.11.2024 | 1.25% | 78.30 % | 79.30 % | 100'000 | 100'000 | 100'000 | 100'000 | 79'459 EUR | 80'459 EUR | 51.22% | 51.22% |
11.11.2024 | 1.25% | 80.30 % | 81.30 % | 100'000 | 100'000 | 100'000 | 100'000 | 79'592 EUR | 80'592 EUR | 80.06% | 80.06% |
08.11.2024 | 1.27% | 78.35 % | 79.35 % | 100'000 | 100'000 | 100'000 | 100'000 | 78'474 EUR | 79'474 EUR | 75.68% | 75.68% |
07.11.2024 | 1.20% | 82.50 % | 83.50 % | 100'000 | 100'000 | 100'000 | 100'000 | 82'497 EUR | 83'497 EUR | 99.16% | 99.16% |