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 | 0.82% | 100.20 % | 101.00 % | 100'000 | 100'000 | 98'980 | 98'980 | 99'178 EUR | 99'971 EUR | 98.58% | 98.58% |
19.11.2024 | 0.82% | 100.20 % | 101.00 % | 100'000 | 100'000 | 98'986 | 98'986 | 99'184 EUR | 99'977 EUR | 99.25% | 99.25% |
18.11.2024 | 1.01% | 100.10 % | 101.10 % | 100'000 | 100'000 | 98'994 | 98'994 | 99'093 EUR | 100'084 EUR | 100.00% | 100.00% |
15.11.2024 | 1.01% | 100.20 % | 101.20 % | 100'000 | 100'000 | 98'994 | 98'994 | 99'190 EUR | 100'181 EUR | 100.00% | 100.00% |
14.11.2024 | - | 100.20 % | 101.00 % | 100'000 | 100'000 | 0 | 0 | 0 EUR | 0 EUR | 0.00% | 0.00% |
13.11.2024 | 0.82% | 100.30 % | 101.10 % | 100'000 | 100'000 | 98'994 | 98'994 | 99'291 EUR | 100'084 EUR | 100.00% | 100.00% |
12.11.2024 | 0.81% | 100.40 % | 101.20 % | 100'000 | 100'000 | 98'983 | 98'983 | 99'376 EUR | 100'169 EUR | 98.93% | 98.93% |
11.11.2024 | 0.81% | 100.40 % | 101.20 % | 100'000 | 100'000 | 98'994 | 98'994 | 99'380 EUR | 100'173 EUR | 100.00% | 100.00% |
08.11.2024 | 0.82% | 100.30 % | 101.10 % | 100'000 | 100'000 | 98'994 | 98'994 | 99'291 EUR | 100'084 EUR | 100.00% | 100.00% |
07.11.2024 | 0.82% | 100.30 % | 101.10 % | 100'000 | 100'000 | 98'986 | 98'986 | 99'283 EUR | 100'076 EUR | 99.24% | 99.24% |