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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22.11.2024 | 1.12% | 89.40 % | 90.40 % | 100'000 | 100'000 | 100'000 | 100'000 | 88'732 EUR | 89'732 EUR | 99.91% | 99.91% |
20.11.2024 | 1.09% | 90.75 % | 91.75 % | 100'000 | 100'000 | 100'000 | 100'000 | 91'154 EUR | 92'154 EUR | 98.15% | 98.15% |
19.11.2024 | 1.10% | 90.70 % | 91.70 % | 100'000 | 100'000 | 100'000 | 100'000 | 90'723 EUR | 91'723 EUR | 93.70% | 93.70% |
18.11.2024 | 1.08% | 91.90 % | 92.90 % | 100'000 | 100'000 | 100'000 | 100'000 | 91'743 EUR | 92'743 EUR | 75.47% | 75.47% |
15.11.2024 | 1.08% | 91.60 % | 92.60 % | 100'000 | 100'000 | 100'000 | 100'000 | 91'790 EUR | 92'790 EUR | 92.14% | 92.14% |
14.11.2024 | 1.08% | 91.90 % | 92.90 % | 100'000 | 100'000 | 100'000 | 100'000 | 91'819 EUR | 92'819 EUR | 65.64% | 65.64% |
13.11.2024 | 1.09% | 90.85 % | 91.85 % | 100'000 | 100'000 | 100'000 | 100'000 | 91'063 EUR | 92'063 EUR | 62.03% | 62.03% |
12.11.2024 | 1.08% | 91.65 % | 92.65 % | 100'000 | 100'000 | 100'000 | 100'000 | 91'884 EUR | 92'884 EUR | 31.45% | 31.45% |
11.11.2024 | 1.06% | 93.25 % | 94.25 % | 100'000 | 100'000 | 100'000 | 100'000 | 93'423 EUR | 94'423 EUR | 79.35% | 79.35% |
08.11.2024 | 1.07% | 92.75 % | 93.75 % | 100'000 | 100'000 | 100'000 | 100'000 | 92'606 EUR | 93'606 EUR | 86.79% | 86.79% |