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 | 1.08% | 91.35 % | 92.35 % | 100'000 | 100'000 | 100'000 | 100'000 | 91'908 EUR | 92'908 EUR | 98.15% | 98.15% |
19.11.2024 | 1.08% | 92.35 % | 93.35 % | 100'000 | 100'000 | 100'000 | 100'000 | 92'289 EUR | 93'289 EUR | 93.72% | 93.72% |
18.11.2024 | 1.07% | 93.20 % | 94.20 % | 100'000 | 100'000 | 100'000 | 100'000 | 93'177 EUR | 94'177 EUR | 69.05% | 69.05% |
15.11.2024 | 1.06% | 94.25 % | 95.25 % | 100'000 | 100'000 | 100'000 | 100'000 | 94'016 EUR | 95'016 EUR | 92.48% | 92.48% |
14.11.2024 | 1.07% | 93.10 % | 94.10 % | 100'000 | 100'000 | 100'000 | 100'000 | 93'255 EUR | 94'255 EUR | 28.09% | 28.09% |
13.11.2024 | 1.05% | 93.45 % | 94.45 % | 100'000 | 100'000 | 100'000 | 100'000 | 94'371 EUR | 95'371 EUR | 73.26% | 73.26% |
12.11.2024 | 1.04% | 94.80 % | 95.80 % | 100'000 | 100'000 | 100'000 | 100'000 | 95'296 EUR | 96'296 EUR | 51.24% | 51.24% |
11.11.2024 | 1.04% | 95.50 % | 96.50 % | 100'000 | 100'000 | 100'000 | 100'000 | 95'400 EUR | 96'400 EUR | 81.47% | 81.47% |
08.11.2024 | 1.04% | 95.40 % | 96.40 % | 100'000 | 100'000 | 100'000 | 100'000 | 95'435 EUR | 96'435 EUR | 86.93% | 86.93% |
07.11.2024 | 1.03% | 96.50 % | 97.50 % | 100'000 | 100'000 | 100'000 | 100'000 | 96'425 EUR | 97'425 EUR | 99.16% | 99.16% |