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 | 1.02% | 99.35 % | 100.30 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'363 EUR | 100'383 EUR | 98.15% | 98.15% |
19.11.2024 | 1.00% | 99.30 % | 100.30 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'289 EUR | 100'289 EUR | 93.72% | 93.72% |
18.11.2024 | 1.01% | 99.40 % | 100.40 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'341 EUR | 100'346 EUR | 78.50% | 78.50% |
15.11.2024 | 1.00% | 99.25 % | 100.20 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'250 EUR | 100'250 EUR | 92.78% | 92.78% |
14.11.2024 | 1.00% | 99.20 % | 100.20 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'199 EUR | 100'198 EUR | 65.15% | 65.15% |
13.11.2024 | 1.01% | 99.10 % | 100.10 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'196 EUR | 100'198 EUR | 73.36% | 73.36% |
12.11.2024 | 1.00% | 99.10 % | 100.10 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'138 EUR | 100'133 EUR | 51.28% | 51.28% |
11.11.2024 | 1.00% | 99.20 % | 100.20 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'201 EUR | 100'200 EUR | 61.74% | 61.74% |
08.11.2024 | 1.00% | 99.15 % | 100.10 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'142 EUR | 100'143 EUR | 87.00% | 87.00% |
07.11.2024 | 1.02% | 99.15 % | 100.20 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'128 EUR | 100'141 EUR | 99.16% | 99.16% |