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 | 1.04% | 95.80 % | 96.80 % | 100'000 | 100'000 | 100'000 | 100'000 | 96'066 EUR | 97'066 EUR | 98.15% | 98.15% |
19.11.2024 | 1.04% | 95.55 % | 96.55 % | 100'000 | 100'000 | 100'000 | 100'000 | 95'519 EUR | 96'519 EUR | 93.70% | 93.70% |
18.11.2024 | 1.04% | 96.10 % | 97.10 % | 100'000 | 100'000 | 100'000 | 100'000 | 95'874 EUR | 96'874 EUR | 76.63% | 76.63% |
15.11.2024 | 1.03% | 96.45 % | 97.45 % | 100'000 | 100'000 | 100'000 | 100'000 | 96'695 EUR | 97'695 EUR | 87.61% | 87.61% |
14.11.2024 | 1.03% | 96.85 % | 97.85 % | 100'000 | 100'000 | 100'000 | 100'000 | 96'796 EUR | 97'796 EUR | 65.65% | 65.65% |
13.11.2024 | 1.03% | 96.45 % | 97.45 % | 100'000 | 100'000 | 100'000 | 100'000 | 96'670 EUR | 97'670 EUR | 74.95% | 74.95% |
12.11.2024 | 1.03% | 96.55 % | 97.55 % | 100'000 | 100'000 | 100'000 | 100'000 | 97'001 EUR | 98'001 EUR | 50.99% | 50.99% |
11.11.2024 | 1.02% | 97.85 % | 98.85 % | 100'000 | 100'000 | 100'000 | 100'000 | 97'819 EUR | 98'819 EUR | 65.00% | 65.00% |
08.11.2024 | 1.02% | 96.85 % | 97.85 % | 100'000 | 100'000 | 100'000 | 100'000 | 97'062 EUR | 98'062 EUR | 86.98% | 86.98% |
07.11.2024 | 1.02% | 97.50 % | 98.50 % | 100'000 | 100'000 | 100'000 | 100'000 | 97'450 EUR | 98'450 EUR | 99.16% | 99.16% |