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% | 98.75 % | 99.75 % | 100'000 | 100'000 | 100'000 | 100'000 | 98'896 EUR | 99'895 EUR | 98.15% | 98.15% |
19.11.2024 | 1.01% | 98.95 % | 99.95 % | 100'000 | 100'000 | 100'000 | 100'000 | 98'906 EUR | 99'908 EUR | 93.72% | 93.72% |
18.11.2024 | 0.99% | 99.05 % | 100.10 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'022 EUR | 100'011 EUR | 68.60% | 68.60% |
15.11.2024 | 1.00% | 98.95 % | 99.95 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'020 EUR | 100'015 EUR | 87.92% | 87.92% |
14.11.2024 | 1.00% | 98.95 % | 99.95 % | 100'000 | 100'000 | 100'000 | 100'000 | 98'928 EUR | 99'926 EUR | 63.17% | 63.17% |
13.11.2024 | 1.01% | 98.75 % | 99.75 % | 100'000 | 100'000 | 100'000 | 100'000 | 98'706 EUR | 99'706 EUR | 62.66% | 62.66% |
12.11.2024 | 1.01% | 98.05 % | 99.05 % | 100'000 | 100'000 | 100'000 | 100'000 | 98'193 EUR | 99'193 EUR | 51.15% | 51.15% |
11.11.2024 | 1.01% | 98.30 % | 99.30 % | 100'000 | 100'000 | 100'000 | 100'000 | 98'249 EUR | 99'249 EUR | 61.51% | 61.51% |
08.11.2024 | 1.02% | 97.95 % | 98.95 % | 100'000 | 100'000 | 100'000 | 100'000 | 97'957 EUR | 98'957 EUR | 86.78% | 86.78% |
07.11.2024 | 1.02% | 97.95 % | 98.95 % | 100'000 | 100'000 | 100'000 | 100'000 | 97'900 EUR | 98'900 EUR | 99.16% | 99.16% |