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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22.11.2024 | 0.98% | 99.65 % | 100.60 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'644 EUR | 100'625 EUR | 99.91% | 99.91% |
20.11.2024 | 1.00% | 99.65 % | 100.70 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'699 EUR | 100'700 EUR | 98.15% | 98.15% |
19.11.2024 | 1.01% | 99.65 % | 100.70 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'693 EUR | 100'703 EUR | 93.72% | 93.72% |
18.11.2024 | 1.03% | 99.80 % | 100.80 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'767 EUR | 100'800 EUR | 77.72% | 77.72% |
15.11.2024 | 1.02% | 99.75 % | 100.80 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'771 EUR | 100'793 EUR | 92.57% | 92.57% |
14.11.2024 | 0.99% | 99.70 % | 100.70 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'728 EUR | 100'719 EUR | 65.12% | 65.12% |
13.11.2024 | 1.00% | 99.60 % | 100.60 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'730 EUR | 100'728 EUR | 75.02% | 75.02% |
12.11.2024 | 1.00% | 99.45 % | 100.40 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'412 EUR | 100'415 EUR | 50.55% | 50.55% |
11.11.2024 | 1.00% | 99.45 % | 100.40 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'426 EUR | 100'429 EUR | 78.88% | 78.88% |
08.11.2024 | 1.00% | 99.20 % | 100.20 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'247 EUR | 100'247 EUR | 86.79% | 86.79% |