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 | 1.04% | 94.95 % | 95.95 % | 100'000 | 100'000 | 100'000 | 100'000 | 95'331 EUR | 96'331 EUR | 98.15% | 98.15% |
19.11.2024 | 1.05% | 95.20 % | 96.20 % | 100'000 | 100'000 | 100'000 | 100'000 | 95'079 EUR | 96'079 EUR | 93.71% | 93.71% |
18.11.2024 | 1.03% | 96.45 % | 97.45 % | 100'000 | 100'000 | 100'000 | 100'000 | 96'764 EUR | 97'764 EUR | 76.53% | 76.53% |
15.11.2024 | 1.02% | 97.20 % | 98.20 % | 100'000 | 100'000 | 100'000 | 100'000 | 97'170 EUR | 98'170 EUR | 92.46% | 92.46% |
14.11.2024 | 1.02% | 97.25 % | 98.25 % | 100'000 | 100'000 | 100'000 | 100'000 | 97'297 EUR | 98'297 EUR | 63.27% | 63.27% |
13.11.2024 | 1.04% | 95.20 % | 96.20 % | 100'000 | 100'000 | 100'000 | 100'000 | 95'518 EUR | 96'518 EUR | 75.09% | 75.09% |
12.11.2024 | 1.04% | 95.30 % | 96.30 % | 100'000 | 100'000 | 100'000 | 100'000 | 96'081 EUR | 97'081 EUR | 51.63% | 51.63% |
11.11.2024 | 1.03% | 96.85 % | 97.85 % | 100'000 | 100'000 | 100'000 | 100'000 | 96'957 EUR | 97'957 EUR | 61.47% | 61.47% |
08.11.2024 | 1.03% | 96.20 % | 97.20 % | 100'000 | 100'000 | 100'000 | 100'000 | 96'420 EUR | 97'420 EUR | 87.13% | 87.13% |
07.11.2024 | 1.03% | 97.10 % | 98.10 % | 100'000 | 100'000 | 100'000 | 100'000 | 96'744 EUR | 97'744 EUR | 99.16% | 99.16% |