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 | 1.26% | 77.85 % | 78.85 % | 100'000 | 100'000 | 100'000 | 100'000 | 78'734 EUR | 79'734 EUR | 95.68% | 95.68% |
19.11.2024 | 1.26% | 78.90 % | 79.90 % | 100'000 | 100'000 | 100'000 | 100'000 | 78'962 EUR | 79'962 EUR | 93.70% | 93.70% |
18.11.2024 | 1.24% | 80.50 % | 81.50 % | 100'000 | 100'000 | 100'000 | 100'000 | 80'292 EUR | 81'292 EUR | 76.36% | 76.36% |
15.11.2024 | 1.23% | 80.80 % | 81.80 % | 100'000 | 100'000 | 100'000 | 100'000 | 80'608 EUR | 81'608 EUR | 92.37% | 92.37% |
14.11.2024 | 1.25% | 79.60 % | 80.60 % | 100'000 | 100'000 | 100'000 | 100'000 | 79'513 EUR | 80'513 EUR | 29.04% | 29.04% |
13.11.2024 | 1.25% | 76.90 % | 77.90 % | 100'000 | 100'000 | 100'000 | 100'000 | 79'425 EUR | 80'425 EUR | 73.47% | 73.47% |
12.11.2024 | 1.21% | 80.70 % | 81.70 % | 100'000 | 100'000 | 100'000 | 100'000 | 81'881 EUR | 82'881 EUR | 50.79% | 50.79% |
11.11.2024 | 1.21% | 82.40 % | 83.40 % | 100'000 | 100'000 | 100'000 | 100'000 | 81'968 EUR | 82'968 EUR | 61.55% | 61.55% |
08.11.2024 | 1.22% | 81.05 % | 82.05 % | 100'000 | 100'000 | 100'000 | 100'000 | 81'452 EUR | 82'452 EUR | 84.89% | 84.89% |
07.11.2024 | 1.19% | 84.00 % | 85.00 % | 100'000 | 100'000 | 100'000 | 100'000 | 83'370 EUR | 84'370 EUR | 98.19% | 98.19% |