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 | 1.00% | 99.35 % | 100.30 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'476 EUR | 100'474 EUR | 98.15% | 98.15% |
19.11.2024 | 1.00% | 99.20 % | 100.20 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'222 EUR | 100'217 EUR | 93.70% | 93.70% |
18.11.2024 | 1.00% | 99.55 % | 100.50 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'417 EUR | 100'412 EUR | 76.35% | 76.35% |
15.11.2024 | 1.00% | 99.55 % | 100.60 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'744 EUR | 100'742 EUR | 92.46% | 92.46% |
14.11.2024 | 1.00% | 99.80 % | 100.80 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'794 EUR | 100'794 EUR | 63.27% | 63.27% |
13.11.2024 | 0.99% | 99.50 % | 100.50 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'690 EUR | 100'687 EUR | 75.45% | 75.45% |
12.11.2024 | 1.00% | 99.60 % | 100.60 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'829 EUR | 100'833 EUR | 50.80% | 50.80% |
11.11.2024 | 0.99% | 100.20 % | 101.20 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'175 EUR | 101'175 EUR | 80.67% | 80.67% |
08.11.2024 | 1.00% | 99.65 % | 100.60 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'759 EUR | 100'761 EUR | 87.19% | 87.19% |
07.11.2024 | 1.00% | 100.00 % | 101.00 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'987 EUR | 100'991 EUR | 99.16% | 99.16% |