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 | 1.00% | 98.95 % | 99.95 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'072 EUR | 100'065 EUR | 98.15% | 98.15% |
19.11.2024 | 1.00% | 99.05 % | 100.10 % | 100'000 | 100'000 | 100'000 | 100'000 | 98'937 EUR | 99'936 EUR | 93.72% | 93.72% |
18.11.2024 | 1.00% | 99.15 % | 100.10 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'025 EUR | 100'020 EUR | 77.64% | 77.64% |
15.11.2024 | 1.00% | 98.95 % | 99.95 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'041 EUR | 100'039 EUR | 92.51% | 92.51% |
14.11.2024 | 1.01% | 99.10 % | 100.10 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'005 EUR | 100'005 EUR | 65.14% | 65.14% |
13.11.2024 | 1.01% | 98.55 % | 99.55 % | 100'000 | 100'000 | 100'000 | 100'000 | 98'707 EUR | 99'707 EUR | 76.08% | 76.08% |
12.11.2024 | 1.01% | 98.65 % | 99.65 % | 100'000 | 100'000 | 100'000 | 100'000 | 98'855 EUR | 99'855 EUR | 50.50% | 50.50% |
11.11.2024 | 1.00% | 99.05 % | 100.00 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'040 EUR | 100'039 EUR | 81.12% | 81.12% |
08.11.2024 | 1.00% | 98.80 % | 99.80 % | 100'000 | 100'000 | 100'000 | 100'000 | 98'985 EUR | 99'978 EUR | 86.94% | 86.94% |
07.11.2024 | 1.00% | 99.15 % | 100.20 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'065 EUR | 100'064 EUR | 99.16% | 99.16% |