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 |
---|---|---|---|---|---|---|---|---|---|---|---|
19.12.2024 | 1.05% | 94.65 % | 95.65 % | 100'000 | 100'000 | 100'000 | 100'000 | 94'812 EUR | 95'812 EUR | 99.05% | 99.05% |
18.12.2024 | 1.05% | 95.10 % | 96.10 % | 100'000 | 100'000 | 100'000 | 100'000 | 95'170 EUR | 96'170 EUR | 99.84% | 99.84% |
17.12.2024 | 1.05% | 95.15 % | 96.15 % | 100'000 | 100'000 | 100'000 | 100'000 | 95'134 EUR | 96'134 EUR | 99.16% | 99.16% |
16.12.2024 | 1.05% | 94.50 % | 95.50 % | 100'000 | 100'000 | 100'000 | 100'000 | 94'849 EUR | 95'849 EUR | 98.73% | 98.73% |
13.12.2024 | 1.03% | 96.10 % | 97.10 % | 100'000 | 100'000 | 100'000 | 100'000 | 96'475 EUR | 97'475 EUR | 98.67% | 98.67% |
12.12.2024 | 1.04% | 96.25 % | 97.25 % | 100'000 | 100'000 | 100'000 | 100'000 | 95'968 EUR | 96'968 EUR | 99.19% | 99.19% |
11.12.2024 | 1.04% | 95.65 % | 96.65 % | 100'000 | 100'000 | 100'000 | 100'000 | 95'941 EUR | 96'941 EUR | 98.51% | 98.51% |
10.12.2024 | 1.03% | 96.25 % | 97.25 % | 100'000 | 100'000 | 100'000 | 100'000 | 96'133 EUR | 97'133 EUR | 100.00% | 100.00% |
09.12.2024 | 1.04% | 96.15 % | 97.15 % | 100'000 | 100'000 | 100'000 | 100'000 | 95'794 EUR | 96'794 EUR | 97.74% | 97.74% |
06.12.2024 | 1.05% | 94.80 % | 95.80 % | 100'000 | 100'000 | 100'000 | 100'000 | 94'859 EUR | 95'859 EUR | 98.74% | 98.74% |