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 | 1.02% | 97.60 % | 98.60 % | 100'000 | 100'000 | 100'000 | 100'000 | 97'848 EUR | 98'848 EUR | 98.15% | 98.15% |
19.11.2024 | 1.02% | 97.75 % | 98.75 % | 100'000 | 100'000 | 100'000 | 100'000 | 97'725 EUR | 98'725 EUR | 93.70% | 93.70% |
18.11.2024 | 1.01% | 98.70 % | 99.70 % | 100'000 | 100'000 | 100'000 | 100'000 | 98'828 EUR | 99'827 EUR | 75.66% | 75.66% |
15.11.2024 | 1.00% | 99.15 % | 100.10 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'109 EUR | 100'106 EUR | 87.73% | 87.73% |
14.11.2024 | 1.00% | 99.15 % | 100.10 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'149 EUR | 100'150 EUR | 63.21% | 63.21% |
13.11.2024 | 1.01% | 97.80 % | 98.80 % | 100'000 | 100'000 | 100'000 | 100'000 | 98'039 EUR | 99'039 EUR | 73.46% | 73.46% |
12.11.2024 | 1.01% | 97.85 % | 98.85 % | 100'000 | 100'000 | 100'000 | 100'000 | 98'404 EUR | 99'404 EUR | 51.15% | 51.15% |
11.11.2024 | 1.01% | 98.95 % | 99.95 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'012 EUR | 100'013 EUR | 62.99% | 62.99% |
08.11.2024 | 1.01% | 98.50 % | 99.50 % | 100'000 | 100'000 | 100'000 | 100'000 | 98'626 EUR | 99'626 EUR | 86.97% | 86.97% |
07.11.2024 | 1.00% | 99.10 % | 100.10 % | 100'000 | 100'000 | 100'000 | 100'000 | 98'884 EUR | 99'883 EUR | 99.16% | 99.16% |