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% | 95.80 % | 96.80 % | 100'000 | 100'000 | 100'000 | 100'000 | 96'226 EUR | 97'226 EUR | 98.15% | 98.15% |
19.11.2024 | 1.04% | 96.15 % | 97.15 % | 100'000 | 100'000 | 100'000 | 100'000 | 95'920 EUR | 96'920 EUR | 93.71% | 93.71% |
18.11.2024 | 1.03% | 97.10 % | 98.10 % | 100'000 | 100'000 | 100'000 | 100'000 | 96'871 EUR | 97'871 EUR | 76.33% | 76.33% |
15.11.2024 | 1.03% | 96.75 % | 97.75 % | 100'000 | 100'000 | 100'000 | 100'000 | 96'923 EUR | 97'923 EUR | 88.12% | 88.12% |
14.11.2024 | 1.03% | 96.75 % | 97.75 % | 100'000 | 100'000 | 100'000 | 100'000 | 96'500 EUR | 97'500 EUR | 63.30% | 63.30% |
13.11.2024 | 1.04% | 95.00 % | 96.00 % | 100'000 | 100'000 | 100'000 | 100'000 | 95'584 EUR | 96'584 EUR | 73.83% | 73.83% |
12.11.2024 | 1.03% | 95.90 % | 96.90 % | 100'000 | 100'000 | 100'000 | 100'000 | 96'502 EUR | 97'502 EUR | 51.55% | 51.55% |
11.11.2024 | 1.02% | 97.05 % | 98.05 % | 100'000 | 100'000 | 100'000 | 100'000 | 97'109 EUR | 98'109 EUR | 77.49% | 77.49% |
08.11.2024 | 1.03% | 96.60 % | 97.60 % | 100'000 | 100'000 | 100'000 | 100'000 | 96'656 EUR | 97'656 EUR | 87.14% | 87.14% |
07.11.2024 | 1.03% | 96.75 % | 97.75 % | 100'000 | 100'000 | 100'000 | 100'000 | 96'543 EUR | 97'543 EUR | 99.16% | 99.16% |