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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22.11.2024 | 1.00% | 99.90 % | 100.90 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'912 EUR | 100'914 EUR | 99.91% | 99.91% |
20.11.2024 | 1.01% | 99.85 % | 100.90 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'896 EUR | 100'910 EUR | 98.15% | 98.15% |
19.11.2024 | 0.99% | 99.85 % | 100.90 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'856 EUR | 100'852 EUR | 93.72% | 93.72% |
18.11.2024 | 1.00% | 100.00 % | 101.00 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'997 EUR | 101'005 EUR | 67.86% | 67.86% |
15.11.2024 | 1.00% | 99.95 % | 100.90 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'960 EUR | 100'966 EUR | 92.82% | 92.82% |
14.11.2024 | 0.99% | 99.95 % | 100.90 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'851 EUR | 100'843 EUR | 63.44% | 63.44% |
13.11.2024 | 0.99% | 99.45 % | 100.50 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'653 EUR | 100'649 EUR | 73.37% | 73.37% |
12.11.2024 | 1.00% | 99.65 % | 100.70 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'759 EUR | 100'758 EUR | 51.24% | 51.24% |
11.11.2024 | 0.99% | 99.85 % | 100.80 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'894 EUR | 100'888 EUR | 77.69% | 77.69% |
08.11.2024 | 1.01% | 99.75 % | 100.70 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'763 EUR | 100'776 EUR | 86.96% | 86.96% |