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 | 1.12% | 88.50 % | 89.50 % | 100'000 | 100'000 | 100'000 | 100'000 | 89'085 EUR | 90'085 EUR | 95.37% | 95.37% |
19.11.2024 | 1.12% | 88.70 % | 89.70 % | 100'000 | 100'000 | 100'000 | 100'000 | 88'516 EUR | 89'516 EUR | 93.72% | 93.72% |
18.11.2024 | 1.12% | 88.90 % | 89.90 % | 100'000 | 100'000 | 100'000 | 100'000 | 89'095 EUR | 90'095 EUR | 68.10% | 68.10% |
15.11.2024 | 1.12% | 88.40 % | 89.40 % | 100'000 | 100'000 | 100'000 | 100'000 | 88'514 EUR | 89'514 EUR | 92.90% | 92.90% |
14.11.2024 | 1.14% | 88.10 % | 89.10 % | 100'000 | 100'000 | 100'000 | 100'000 | 87'490 EUR | 88'490 EUR | 63.17% | 63.17% |
13.11.2024 | 1.15% | 85.15 % | 86.15 % | 100'000 | 100'000 | 100'000 | 100'000 | 86'655 EUR | 87'655 EUR | 75.38% | 75.38% |
12.11.2024 | 1.12% | 87.65 % | 88.65 % | 100'000 | 100'000 | 100'000 | 100'000 | 88'585 EUR | 89'585 EUR | 51.25% | 51.25% |
11.11.2024 | 1.12% | 88.80 % | 89.80 % | 100'000 | 100'000 | 100'000 | 100'000 | 88'453 EUR | 89'453 EUR | 77.66% | 77.66% |
08.11.2024 | 1.13% | 87.60 % | 88.60 % | 100'000 | 100'000 | 100'000 | 100'000 | 87'750 EUR | 88'750 EUR | 75.94% | 75.94% |
07.11.2024 | 1.10% | 90.40 % | 91.40 % | 100'000 | 100'000 | 100'000 | 100'000 | 90'511 EUR | 91'511 EUR | 97.67% | 97.67% |