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% | 97.90 % | 98.90 % | 100'000 | 100'000 | 100'000 | 100'000 | 98'223 EUR | 99'223 EUR | 98.15% | 98.15% |
19.11.2024 | 1.01% | 98.20 % | 99.20 % | 100'000 | 100'000 | 100'000 | 100'000 | 98'206 EUR | 99'206 EUR | 93.72% | 93.72% |
18.11.2024 | 1.01% | 98.70 % | 99.70 % | 100'000 | 100'000 | 100'000 | 100'000 | 98'630 EUR | 99'630 EUR | 78.06% | 78.06% |
15.11.2024 | 1.01% | 98.25 % | 99.25 % | 100'000 | 100'000 | 100'000 | 100'000 | 98'392 EUR | 99'392 EUR | 88.12% | 88.12% |
14.11.2024 | 1.01% | 98.15 % | 99.15 % | 100'000 | 100'000 | 100'000 | 100'000 | 98'037 EUR | 99'037 EUR | 63.44% | 63.44% |
13.11.2024 | 1.02% | 97.00 % | 98.00 % | 100'000 | 100'000 | 100'000 | 100'000 | 97'669 EUR | 98'669 EUR | 73.36% | 73.36% |
12.11.2024 | 1.01% | 98.05 % | 99.05 % | 100'000 | 100'000 | 100'000 | 100'000 | 98'394 EUR | 99'394 EUR | 51.23% | 51.23% |
11.11.2024 | 1.01% | 98.55 % | 99.55 % | 100'000 | 100'000 | 100'000 | 100'000 | 98'417 EUR | 99'417 EUR | 61.60% | 61.60% |
08.11.2024 | 1.01% | 98.05 % | 99.05 % | 100'000 | 100'000 | 100'000 | 100'000 | 98'197 EUR | 99'197 EUR | 86.79% | 86.79% |
07.11.2024 | 1.01% | 99.05 % | 100.00 % | 100'000 | 100'000 | 100'000 | 100'000 | 98'775 EUR | 99'774 EUR | 99.16% | 99.16% |