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% | 95.90 % | 96.90 % | 100'000 | 100'000 | 100'000 | 100'000 | 96'081 EUR | 97'081 EUR | 98.15% | 98.15% |
19.11.2024 | 1.04% | 96.25 % | 97.25 % | 100'000 | 100'000 | 100'000 | 100'000 | 95'983 EUR | 96'983 EUR | 93.71% | 93.71% |
18.11.2024 | 1.03% | 96.40 % | 97.40 % | 100'000 | 100'000 | 100'000 | 100'000 | 96'420 EUR | 97'420 EUR | 76.53% | 76.53% |
15.11.2024 | 1.03% | 96.35 % | 97.35 % | 100'000 | 100'000 | 100'000 | 100'000 | 96'362 EUR | 97'362 EUR | 88.06% | 88.06% |
14.11.2024 | 1.03% | 96.10 % | 97.10 % | 100'000 | 100'000 | 100'000 | 100'000 | 96'190 EUR | 97'190 EUR | 65.63% | 65.63% |
13.11.2024 | 1.03% | 95.95 % | 96.95 % | 100'000 | 100'000 | 100'000 | 100'000 | 96'183 EUR | 97'183 EUR | 74.68% | 74.68% |
12.11.2024 | 1.03% | 96.10 % | 97.10 % | 100'000 | 100'000 | 100'000 | 100'000 | 96'159 EUR | 97'159 EUR | 51.42% | 51.42% |
11.11.2024 | 1.03% | 96.70 % | 97.70 % | 100'000 | 100'000 | 100'000 | 100'000 | 96'644 EUR | 97'644 EUR | 79.25% | 79.25% |
08.11.2024 | 1.03% | 96.80 % | 97.80 % | 100'000 | 100'000 | 100'000 | 100'000 | 96'739 EUR | 97'739 EUR | 86.80% | 86.80% |
07.11.2024 | 1.03% | 96.70 % | 97.70 % | 100'000 | 100'000 | 100'000 | 100'000 | 96'609 EUR | 97'609 EUR | 99.16% | 99.16% |