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 | 1.25% | 78.60 % | 79.60 % | 100'000 | 100'000 | 100'000 | 100'000 | 79'793 EUR | 80'793 EUR | 98.15% | 98.15% |
19.11.2024 | 1.24% | 80.30 % | 81.30 % | 100'000 | 100'000 | 100'000 | 100'000 | 80'327 EUR | 81'327 EUR | 93.70% | 93.70% |
18.11.2024 | 1.24% | 80.35 % | 81.35 % | 100'000 | 100'000 | 100'000 | 100'000 | 80'327 EUR | 81'327 EUR | 75.59% | 75.59% |
15.11.2024 | 1.23% | 80.15 % | 81.15 % | 100'000 | 100'000 | 100'000 | 100'000 | 80'932 EUR | 81'932 EUR | 88.06% | 88.06% |
14.11.2024 | 1.22% | 81.35 % | 82.35 % | 100'000 | 100'000 | 100'000 | 100'000 | 81'464 EUR | 82'464 EUR | 28.78% | 28.78% |
13.11.2024 | 1.21% | 80.80 % | 81.80 % | 100'000 | 100'000 | 100'000 | 100'000 | 81'836 EUR | 82'836 EUR | 62.94% | 62.94% |
12.11.2024 | 1.16% | 85.80 % | 86.80 % | 100'000 | 100'000 | 100'000 | 100'000 | 85'825 EUR | 86'825 EUR | 19.84% | 19.84% |
11.11.2024 | 1.07% | 93.00 % | 94.00 % | 100'000 | 100'000 | 100'000 | 100'000 | 93'101 EUR | 94'101 EUR | 79.55% | 79.55% |
08.11.2024 | 1.08% | 92.25 % | 93.25 % | 100'000 | 100'000 | 100'000 | 100'000 | 92'337 EUR | 93'337 EUR | 86.98% | 86.98% |
07.11.2024 | 1.07% | 93.15 % | 94.15 % | 100'000 | 100'000 | 100'000 | 100'000 | 93'312 EUR | 94'312 EUR | 99.16% | 99.16% |