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% | 96.85 % | 97.85 % | 100'000 | 100'000 | 100'000 | 100'000 | 97'158 EUR | 98'158 EUR | 98.15% | 98.15% |
19.11.2024 | 1.02% | 97.50 % | 98.50 % | 100'000 | 100'000 | 100'000 | 100'000 | 97'771 EUR | 98'771 EUR | 93.69% | 93.69% |
18.11.2024 | 1.01% | 98.40 % | 99.40 % | 100'000 | 100'000 | 100'000 | 100'000 | 98'486 EUR | 99'486 EUR | 75.23% | 75.23% |
15.11.2024 | 1.01% | 98.60 % | 99.60 % | 100'000 | 100'000 | 100'000 | 100'000 | 98'586 EUR | 99'586 EUR | 93.33% | 93.33% |
14.11.2024 | 1.01% | 98.25 % | 99.25 % | 100'000 | 100'000 | 100'000 | 100'000 | 98'316 EUR | 99'316 EUR | 28.98% | 28.98% |
13.11.2024 | 1.01% | 98.00 % | 99.00 % | 100'000 | 100'000 | 100'000 | 100'000 | 98'045 EUR | 99'045 EUR | 60.74% | 60.74% |
12.11.2024 | 1.04% | 95.45 % | 96.45 % | 100'000 | 100'000 | 100'000 | 100'000 | 95'818 EUR | 96'818 EUR | 51.88% | 51.88% |
11.11.2024 | 1.03% | 96.15 % | 97.15 % | 100'000 | 100'000 | 100'000 | 100'000 | 96'153 EUR | 97'153 EUR | 63.36% | 63.36% |
08.11.2024 | 1.04% | 95.25 % | 96.25 % | 100'000 | 100'000 | 100'000 | 100'000 | 95'349 EUR | 96'349 EUR | 86.83% | 86.83% |
07.11.2024 | 1.05% | 95.40 % | 96.40 % | 100'000 | 100'000 | 100'000 | 100'000 | 95'166 EUR | 96'166 EUR | 99.16% | 99.16% |