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 | 1.03% | 96.20 % | 97.20 % | 100'000 | 100'000 | 100'000 | 100'000 | 96'664 EUR | 97'664 EUR | 98.15% | 98.15% |
19.11.2024 | 1.04% | 96.35 % | 97.35 % | 100'000 | 100'000 | 100'000 | 100'000 | 95'673 EUR | 96'673 EUR | 93.71% | 93.71% |
18.11.2024 | 1.02% | 97.65 % | 98.65 % | 100'000 | 100'000 | 100'000 | 100'000 | 97'748 EUR | 98'748 EUR | 76.93% | 76.93% |
15.11.2024 | 1.01% | 97.95 % | 98.95 % | 100'000 | 100'000 | 100'000 | 100'000 | 98'124 EUR | 99'124 EUR | 92.57% | 92.57% |
14.11.2024 | 1.01% | 98.45 % | 99.45 % | 100'000 | 100'000 | 100'000 | 100'000 | 98'231 EUR | 99'231 EUR | 28.78% | 28.78% |
13.11.2024 | 1.02% | 96.40 % | 97.40 % | 100'000 | 100'000 | 100'000 | 100'000 | 97'289 EUR | 98'289 EUR | 62.43% | 62.43% |
12.11.2024 | 1.00% | 99.10 % | 100.10 % | 100'000 | 100'000 | 100'000 | 100'000 | 98'668 EUR | 99'663 EUR | 31.63% | 31.63% |
11.11.2024 | 1.03% | 96.75 % | 97.75 % | 100'000 | 100'000 | 100'000 | 100'000 | 96'827 EUR | 97'827 EUR | 63.31% | 63.31% |
08.11.2024 | 1.05% | 94.45 % | 95.45 % | 100'000 | 100'000 | 100'000 | 100'000 | 94'653 EUR | 95'653 EUR | 86.99% | 86.99% |
07.11.2024 | 1.05% | 94.90 % | 95.90 % | 100'000 | 100'000 | 100'000 | 100'000 | 95'153 EUR | 96'153 EUR | 99.16% | 99.16% |