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 | 1.03% | 96.30 % | 97.30 % | 100'000 | 100'000 | 100'000 | 100'000 | 96'481 EUR | 97'481 EUR | 98.15% | 98.15% |
19.11.2024 | 1.03% | 96.55 % | 97.55 % | 100'000 | 100'000 | 100'000 | 100'000 | 96'590 EUR | 97'590 EUR | 93.71% | 93.71% |
18.11.2024 | 1.03% | 96.35 % | 97.35 % | 100'000 | 100'000 | 100'000 | 100'000 | 96'360 EUR | 97'360 EUR | 78.44% | 78.44% |
15.11.2024 | 1.03% | 96.30 % | 97.30 % | 100'000 | 100'000 | 100'000 | 100'000 | 96'685 EUR | 97'685 EUR | 88.09% | 88.09% |
14.11.2024 | 1.03% | 96.85 % | 97.85 % | 100'000 | 100'000 | 100'000 | 100'000 | 96'748 EUR | 97'748 EUR | 65.64% | 65.64% |
13.11.2024 | 1.03% | 96.70 % | 97.70 % | 100'000 | 100'000 | 100'000 | 100'000 | 96'903 EUR | 97'903 EUR | 74.89% | 74.89% |
12.11.2024 | 1.02% | 96.85 % | 97.85 % | 100'000 | 100'000 | 100'000 | 100'000 | 97'064 EUR | 98'064 EUR | 50.51% | 50.51% |
11.11.2024 | 1.02% | 97.40 % | 98.40 % | 100'000 | 100'000 | 100'000 | 100'000 | 97'467 EUR | 98'467 EUR | 61.55% | 61.55% |
08.11.2024 | 1.02% | 97.05 % | 98.05 % | 100'000 | 100'000 | 100'000 | 100'000 | 97'203 EUR | 98'203 EUR | 86.94% | 86.94% |
07.11.2024 | 1.02% | 97.30 % | 98.30 % | 100'000 | 100'000 | 100'000 | 100'000 | 97'493 EUR | 98'493 EUR | 99.16% | 99.16% |