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 | 1.24% | 81.10 % | 82.10 % | 100'000 | 100'000 | 100'000 | 100'000 | 80'339 EUR | 81'339 EUR | 99.91% | 99.91% |
20.11.2024 | 1.19% | 83.00 % | 84.00 % | 100'000 | 100'000 | 100'000 | 100'000 | 83'605 EUR | 84'605 EUR | 98.15% | 98.15% |
19.11.2024 | 1.21% | 82.80 % | 83.80 % | 100'000 | 100'000 | 100'000 | 100'000 | 82'462 EUR | 83'462 EUR | 93.71% | 93.71% |
18.11.2024 | 1.18% | 84.85 % | 85.85 % | 100'000 | 100'000 | 100'000 | 100'000 | 84'351 EUR | 85'351 EUR | 77.43% | 77.43% |
15.11.2024 | 1.18% | 84.25 % | 85.25 % | 100'000 | 100'000 | 100'000 | 100'000 | 84'295 EUR | 85'295 EUR | 92.81% | 92.81% |
14.11.2024 | 1.18% | 84.65 % | 85.65 % | 100'000 | 100'000 | 100'000 | 100'000 | 84'352 EUR | 85'352 EUR | 63.25% | 63.25% |
13.11.2024 | 1.22% | 82.30 % | 83.30 % | 100'000 | 100'000 | 100'000 | 100'000 | 81'796 EUR | 82'796 EUR | 63.20% | 63.20% |
12.11.2024 | 1.18% | 83.60 % | 84.60 % | 100'000 | 100'000 | 100'000 | 100'000 | 84'315 EUR | 85'315 EUR | 29.82% | 29.82% |
11.11.2024 | 1.13% | 87.50 % | 88.50 % | 100'000 | 100'000 | 100'000 | 100'000 | 88'144 EUR | 89'144 EUR | 79.77% | 79.77% |
08.11.2024 | 1.13% | 88.00 % | 89.00 % | 100'000 | 100'000 | 100'000 | 100'000 | 87'672 EUR | 88'672 EUR | 84.93% | 84.93% |