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 | 1.07% | 92.60 % | 93.60 % | 100'000 | 100'000 | 100'000 | 100'000 | 93'086 EUR | 94'086 EUR | 98.15% | 98.15% |
19.11.2024 | 1.08% | 92.60 % | 93.60 % | 100'000 | 100'000 | 100'000 | 100'000 | 92'020 EUR | 93'020 EUR | 93.71% | 93.71% |
18.11.2024 | 1.07% | 93.15 % | 94.15 % | 100'000 | 100'000 | 100'000 | 100'000 | 93'064 EUR | 94'064 EUR | 76.53% | 76.53% |
15.11.2024 | 1.06% | 93.25 % | 94.25 % | 100'000 | 100'000 | 100'000 | 100'000 | 93'427 EUR | 94'427 EUR | 92.72% | 92.72% |
14.11.2024 | 1.07% | 93.05 % | 94.05 % | 100'000 | 100'000 | 100'000 | 100'000 | 93'048 EUR | 94'048 EUR | 63.03% | 63.03% |
13.11.2024 | 1.07% | 92.40 % | 93.40 % | 100'000 | 100'000 | 100'000 | 100'000 | 93'233 EUR | 94'233 EUR | 75.48% | 75.48% |
12.11.2024 | 1.05% | 93.65 % | 94.65 % | 100'000 | 100'000 | 100'000 | 100'000 | 94'318 EUR | 95'318 EUR | 51.59% | 51.59% |
11.11.2024 | 1.05% | 94.90 % | 95.90 % | 100'000 | 100'000 | 100'000 | 100'000 | 94'616 EUR | 95'616 EUR | 77.07% | 77.07% |
08.11.2024 | 1.06% | 93.95 % | 94.95 % | 100'000 | 100'000 | 100'000 | 100'000 | 94'031 EUR | 95'031 EUR | 86.92% | 86.92% |
07.11.2024 | 1.06% | 94.25 % | 95.25 % | 100'000 | 100'000 | 100'000 | 100'000 | 94'138 EUR | 95'138 EUR | 99.16% | 99.16% |