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% | 99.40 % | 100.40 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'459 EUR | 100'468 EUR | 98.15% | 98.15% |
19.11.2024 | 1.00% | 99.40 % | 100.40 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'330 EUR | 100'331 EUR | 93.72% | 93.72% |
18.11.2024 | 1.01% | 99.25 % | 100.30 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'327 EUR | 100'338 EUR | 68.56% | 68.56% |
15.11.2024 | 1.01% | 99.50 % | 100.50 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'045 EUR | 100'046 EUR | 88.19% | 88.19% |
14.11.2024 | 1.01% | 99.00 % | 100.00 % | 100'000 | 100'000 | 100'000 | 100'000 | 98'653 EUR | 99'653 EUR | 38.48% | 38.48% |
13.11.2024 | 1.01% | 97.70 % | 98.70 % | 100'000 | 100'000 | 100'000 | 100'000 | 98'532 EUR | 99'532 EUR | 74.79% | 74.79% |
12.11.2024 | 1.01% | 98.65 % | 99.65 % | 100'000 | 100'000 | 100'000 | 100'000 | 98'753 EUR | 99'753 EUR | 51.33% | 51.33% |
11.11.2024 | 1.01% | 98.60 % | 99.60 % | 100'000 | 100'000 | 100'000 | 100'000 | 98'602 EUR | 99'602 EUR | 79.65% | 79.65% |
08.11.2024 | 1.01% | 98.25 % | 99.25 % | 100'000 | 100'000 | 100'000 | 100'000 | 98'097 EUR | 99'097 EUR | 86.83% | 86.83% |
07.11.2024 | 1.01% | 98.45 % | 99.45 % | 100'000 | 100'000 | 100'000 | 100'000 | 98'473 EUR | 99'473 EUR | 99.16% | 99.16% |