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 | 1.08% | 91.75 % | 92.75 % | 100'000 | 100'000 | 100'000 | 100'000 | 92'441 EUR | 93'441 EUR | 98.15% | 98.15% |
19.11.2024 | 1.09% | 91.50 % | 92.50 % | 100'000 | 100'000 | 100'000 | 100'000 | 91'371 EUR | 92'371 EUR | 93.71% | 93.71% |
18.11.2024 | 1.07% | 92.75 % | 93.75 % | 100'000 | 100'000 | 100'000 | 100'000 | 92'657 EUR | 93'657 EUR | 77.74% | 77.74% |
15.11.2024 | 1.07% | 92.80 % | 93.80 % | 100'000 | 100'000 | 100'000 | 100'000 | 93'118 EUR | 94'118 EUR | 92.55% | 92.55% |
14.11.2024 | 1.07% | 93.20 % | 94.20 % | 100'000 | 100'000 | 100'000 | 100'000 | 93'174 EUR | 94'174 EUR | 63.04% | 63.04% |
13.11.2024 | 1.08% | 91.65 % | 92.65 % | 100'000 | 100'000 | 100'000 | 100'000 | 92'347 EUR | 93'347 EUR | 73.42% | 73.42% |
12.11.2024 | 1.07% | 91.75 % | 92.75 % | 100'000 | 100'000 | 100'000 | 100'000 | 93'373 EUR | 94'373 EUR | 50.47% | 50.47% |
11.11.2024 | 1.05% | 94.85 % | 95.85 % | 100'000 | 100'000 | 100'000 | 100'000 | 95'055 EUR | 96'055 EUR | 81.05% | 81.05% |
08.11.2024 | 1.05% | 94.45 % | 95.45 % | 100'000 | 100'000 | 100'000 | 100'000 | 94'834 EUR | 95'834 EUR | 86.79% | 86.79% |
07.11.2024 | 1.04% | 95.95 % | 96.95 % | 100'000 | 100'000 | 100'000 | 100'000 | 95'816 EUR | 96'816 EUR | 99.16% | 99.16% |