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% | 78.60 % | 79.60 % | 100'000 | 100'000 | 100'000 | 100'000 | 79'792 EUR | 80'792 EUR | 98.15% | 98.15% |
19.11.2024 | 1.24% | 80.25 % | 81.25 % | 100'000 | 100'000 | 100'000 | 100'000 | 80'307 EUR | 81'307 EUR | 93.71% | 93.71% |
18.11.2024 | 1.24% | 80.35 % | 81.35 % | 100'000 | 100'000 | 100'000 | 100'000 | 80'329 EUR | 81'329 EUR | 76.48% | 76.48% |
15.11.2024 | 1.23% | 80.40 % | 81.40 % | 100'000 | 100'000 | 100'000 | 100'000 | 80'760 EUR | 81'760 EUR | 92.85% | 92.85% |
14.11.2024 | 1.22% | 81.15 % | 82.15 % | 100'000 | 100'000 | 100'000 | 100'000 | 81'309 EUR | 82'309 EUR | 28.83% | 28.83% |
13.11.2024 | 1.22% | 80.50 % | 81.50 % | 100'000 | 100'000 | 100'000 | 100'000 | 81'790 EUR | 82'790 EUR | 62.18% | 62.18% |
12.11.2024 | 1.16% | 85.75 % | 86.75 % | 100'000 | 100'000 | 100'000 | 100'000 | 85'849 EUR | 86'849 EUR | 19.60% | 19.60% |
11.11.2024 | 1.07% | 92.65 % | 93.65 % | 100'000 | 100'000 | 100'000 | 100'000 | 92'750 EUR | 93'750 EUR | 77.51% | 77.51% |
08.11.2024 | 1.08% | 91.90 % | 92.90 % | 100'000 | 100'000 | 100'000 | 100'000 | 91'978 EUR | 92'978 EUR | 87.18% | 87.18% |
07.11.2024 | 1.07% | 92.55 % | 93.55 % | 100'000 | 100'000 | 100'000 | 100'000 | 92'881 EUR | 93'881 EUR | 99.16% | 99.16% |