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 | 1.21% | 81.35 % | 82.35 % | 100'000 | 100'000 | 100'000 | 100'000 | 82'099 EUR | 83'099 EUR | 95.74% | 95.74% |
19.11.2024 | 1.21% | 82.40 % | 83.40 % | 100'000 | 100'000 | 100'000 | 100'000 | 82'454 EUR | 83'454 EUR | 93.70% | 93.70% |
18.11.2024 | 1.19% | 83.80 % | 84.80 % | 100'000 | 100'000 | 100'000 | 100'000 | 83'625 EUR | 84'625 EUR | 75.25% | 75.25% |
15.11.2024 | 1.18% | 84.30 % | 85.30 % | 100'000 | 100'000 | 100'000 | 100'000 | 84'268 EUR | 85'268 EUR | 87.69% | 87.69% |
14.11.2024 | 1.19% | 83.25 % | 84.25 % | 100'000 | 100'000 | 100'000 | 100'000 | 83'222 EUR | 84'222 EUR | 28.62% | 28.62% |
13.11.2024 | 1.19% | 83.05 % | 84.05 % | 100'000 | 100'000 | 100'000 | 100'000 | 83'802 EUR | 84'802 EUR | 73.19% | 73.19% |
12.11.2024 | 1.15% | 85.15 % | 86.15 % | 100'000 | 100'000 | 100'000 | 100'000 | 86'112 EUR | 87'112 EUR | 51.14% | 51.14% |
11.11.2024 | 1.15% | 86.60 % | 87.60 % | 100'000 | 100'000 | 100'000 | 100'000 | 86'232 EUR | 87'232 EUR | 63.78% | 63.78% |
08.11.2024 | 1.16% | 85.50 % | 86.50 % | 100'000 | 100'000 | 100'000 | 100'000 | 85'776 EUR | 86'776 EUR | 86.83% | 86.83% |
07.11.2024 | 1.14% | 88.00 % | 89.00 % | 100'000 | 100'000 | 100'000 | 100'000 | 87'512 EUR | 88'512 EUR | 99.16% | 99.16% |