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 | 1.25% | 78.70 % | 79.70 % | 100'000 | 100'000 | 100'000 | 100'000 | 79'412 EUR | 80'412 EUR | 98.15% | 98.15% |
19.11.2024 | 1.26% | 78.45 % | 79.45 % | 100'000 | 100'000 | 100'000 | 100'000 | 78'563 EUR | 79'563 EUR | 93.71% | 93.71% |
18.11.2024 | 1.24% | 80.35 % | 81.35 % | 100'000 | 100'000 | 100'000 | 100'000 | 79'883 EUR | 80'883 EUR | 78.16% | 78.16% |
15.11.2024 | 1.24% | 80.05 % | 81.05 % | 100'000 | 100'000 | 100'000 | 100'000 | 80'345 EUR | 81'345 EUR | 88.13% | 88.13% |
14.11.2024 | 1.25% | 80.00 % | 81.00 % | 100'000 | 100'000 | 100'000 | 100'000 | 79'708 EUR | 80'708 EUR | 65.65% | 65.65% |
13.11.2024 | 1.27% | 78.20 % | 79.20 % | 100'000 | 100'000 | 100'000 | 100'000 | 78'432 EUR | 79'432 EUR | 61.11% | 61.11% |
12.11.2024 | 1.24% | 80.00 % | 81.00 % | 100'000 | 100'000 | 100'000 | 100'000 | 80'252 EUR | 81'252 EUR | 30.49% | 30.49% |
11.11.2024 | 1.21% | 81.95 % | 82.95 % | 100'000 | 100'000 | 100'000 | 100'000 | 82'401 EUR | 83'401 EUR | 81.28% | 81.28% |
08.11.2024 | 1.21% | 81.45 % | 82.45 % | 100'000 | 100'000 | 100'000 | 100'000 | 82'070 EUR | 83'070 EUR | 84.62% | 84.62% |
07.11.2024 | 1.18% | 85.00 % | 86.00 % | 100'000 | 100'000 | 100'000 | 100'000 | 84'095 EUR | 85'095 EUR | 99.16% | 99.16% |