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 | 1.15% | 85.50 % | 86.50 % | 100'000 | 100'000 | 100'000 | 100'000 | 86'112 EUR | 87'112 EUR | 98.15% | 98.15% |
19.11.2024 | 1.15% | 86.65 % | 87.65 % | 100'000 | 100'000 | 100'000 | 100'000 | 86'708 EUR | 87'708 EUR | 93.72% | 93.72% |
18.11.2024 | 1.14% | 87.40 % | 88.40 % | 100'000 | 100'000 | 100'000 | 100'000 | 86'970 EUR | 87'970 EUR | 77.71% | 77.71% |
15.11.2024 | 1.12% | 87.75 % | 88.75 % | 100'000 | 100'000 | 100'000 | 100'000 | 88'408 EUR | 89'408 EUR | 92.56% | 92.56% |
14.11.2024 | 1.11% | 89.40 % | 90.40 % | 100'000 | 100'000 | 100'000 | 100'000 | 89'279 EUR | 90'279 EUR | 65.21% | 65.21% |
13.11.2024 | 1.14% | 87.00 % | 88.00 % | 100'000 | 100'000 | 100'000 | 100'000 | 87'205 EUR | 88'205 EUR | 75.02% | 75.02% |
12.11.2024 | 1.12% | 88.05 % | 89.05 % | 100'000 | 100'000 | 100'000 | 100'000 | 88'491 EUR | 89'491 EUR | 50.42% | 50.42% |
11.11.2024 | 1.12% | 88.65 % | 89.65 % | 100'000 | 100'000 | 100'000 | 100'000 | 88'756 EUR | 89'756 EUR | 81.23% | 81.23% |
08.11.2024 | 1.13% | 87.80 % | 88.80 % | 100'000 | 100'000 | 100'000 | 100'000 | 87'761 EUR | 88'761 EUR | 86.76% | 86.76% |
07.11.2024 | 1.13% | 88.15 % | 89.15 % | 100'000 | 100'000 | 100'000 | 100'000 | 87'957 EUR | 88'957 EUR | 99.16% | 99.16% |