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% | 95.70 % | 96.70 % | 100'000 | 100'000 | 100'000 | 100'000 | 96'031 EUR | 97'031 EUR | 98.15% | 98.15% |
19.11.2024 | 1.04% | 95.45 % | 96.45 % | 100'000 | 100'000 | 100'000 | 100'000 | 95'379 EUR | 96'379 EUR | 93.70% | 93.70% |
18.11.2024 | 1.04% | 96.00 % | 97.00 % | 100'000 | 100'000 | 100'000 | 100'000 | 95'867 EUR | 96'867 EUR | 76.53% | 76.53% |
15.11.2024 | 1.03% | 96.25 % | 97.25 % | 100'000 | 100'000 | 100'000 | 100'000 | 96'646 EUR | 97'646 EUR | 92.14% | 92.14% |
14.11.2024 | 1.03% | 96.85 % | 97.85 % | 100'000 | 100'000 | 100'000 | 100'000 | 96'775 EUR | 97'775 EUR | 63.02% | 63.02% |
13.11.2024 | 1.03% | 96.20 % | 97.20 % | 100'000 | 100'000 | 100'000 | 100'000 | 96'662 EUR | 97'662 EUR | 73.81% | 73.81% |
12.11.2024 | 1.03% | 96.45 % | 97.45 % | 100'000 | 100'000 | 100'000 | 100'000 | 96'931 EUR | 97'931 EUR | 51.81% | 51.81% |
11.11.2024 | 1.02% | 97.85 % | 98.85 % | 100'000 | 100'000 | 100'000 | 100'000 | 97'801 EUR | 98'801 EUR | 80.68% | 80.68% |
08.11.2024 | 1.03% | 96.65 % | 97.65 % | 100'000 | 100'000 | 100'000 | 100'000 | 96'911 EUR | 97'911 EUR | 87.28% | 87.28% |
07.11.2024 | 1.02% | 97.40 % | 98.40 % | 100'000 | 100'000 | 100'000 | 100'000 | 97'351 EUR | 98'351 EUR | 99.16% | 99.16% |