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 | 1.13% | 87.00 % | 88.00 % | 100'000 | 100'000 | 100'000 | 100'000 | 87'903 EUR | 88'903 EUR | 98.15% | 98.15% |
19.11.2024 | 1.15% | 87.80 % | 88.80 % | 100'000 | 100'000 | 100'000 | 100'000 | 86'393 EUR | 87'393 EUR | 93.72% | 93.72% |
18.11.2024 | 1.12% | 88.40 % | 89.40 % | 100'000 | 100'000 | 100'000 | 100'000 | 88'711 EUR | 89'711 EUR | 77.68% | 77.68% |
15.11.2024 | 1.11% | 89.65 % | 90.65 % | 100'000 | 100'000 | 100'000 | 100'000 | 89'270 EUR | 90'270 EUR | 93.53% | 93.53% |
14.11.2024 | 1.14% | 87.55 % | 88.55 % | 100'000 | 100'000 | 100'000 | 100'000 | 87'259 EUR | 88'259 EUR | 28.73% | 28.73% |
13.11.2024 | 1.14% | 86.15 % | 87.15 % | 100'000 | 100'000 | 100'000 | 100'000 | 87'580 EUR | 88'580 EUR | 75.21% | 75.21% |
12.11.2024 | 1.12% | 88.10 % | 89.10 % | 100'000 | 100'000 | 100'000 | 100'000 | 88'401 EUR | 89'401 EUR | 50.46% | 50.46% |
11.11.2024 | 1.12% | 89.20 % | 90.20 % | 100'000 | 100'000 | 100'000 | 100'000 | 88'526 EUR | 89'526 EUR | 77.47% | 77.47% |
08.11.2024 | 1.13% | 88.10 % | 89.10 % | 100'000 | 100'000 | 100'000 | 100'000 | 88'353 EUR | 89'353 EUR | 87.30% | 87.30% |
07.11.2024 | 1.13% | 87.95 % | 88.95 % | 100'000 | 100'000 | 100'000 | 100'000 | 87'819 EUR | 88'819 EUR | 99.16% | 99.16% |