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 | 1.19% | 83.05 % | 84.05 % | 100'000 | 100'000 | 100'000 | 100'000 | 83'728 EUR | 84'728 EUR | 95.84% | 95.84% |
19.11.2024 | 1.20% | 82.85 % | 83.85 % | 100'000 | 100'000 | 100'000 | 100'000 | 82'971 EUR | 83'971 EUR | 93.70% | 93.70% |
18.11.2024 | 1.18% | 84.50 % | 85.50 % | 100'000 | 100'000 | 100'000 | 100'000 | 84'035 EUR | 85'035 EUR | 75.50% | 75.50% |
15.11.2024 | 1.17% | 84.40 % | 85.40 % | 100'000 | 100'000 | 100'000 | 100'000 | 84'697 EUR | 85'697 EUR | 92.12% | 92.12% |
14.11.2024 | 1.18% | 84.40 % | 85.40 % | 100'000 | 100'000 | 100'000 | 100'000 | 84'125 EUR | 85'125 EUR | 65.20% | 65.20% |
13.11.2024 | 1.20% | 82.70 % | 83.70 % | 100'000 | 100'000 | 100'000 | 100'000 | 82'818 EUR | 83'818 EUR | 62.31% | 62.31% |
12.11.2024 | 1.18% | 84.40 % | 85.40 % | 100'000 | 100'000 | 100'000 | 100'000 | 84'547 EUR | 85'547 EUR | 31.49% | 31.49% |
11.11.2024 | 1.15% | 86.05 % | 87.05 % | 100'000 | 100'000 | 100'000 | 100'000 | 86'441 EUR | 87'441 EUR | 78.88% | 78.88% |
08.11.2024 | 1.15% | 85.20 % | 86.20 % | 100'000 | 100'000 | 100'000 | 100'000 | 86'111 EUR | 87'111 EUR | 87.00% | 87.00% |
07.11.2024 | 1.13% | 88.70 % | 89.70 % | 100'000 | 100'000 | 100'000 | 100'000 | 87'917 EUR | 88'917 EUR | 99.16% | 99.16% |