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 | 1.01% | 98.40 % | 99.40 % | 100'000 | 100'000 | 100'000 | 100'000 | 98'676 EUR | 99'676 EUR | 98.15% | 98.15% |
19.11.2024 | 1.01% | 98.20 % | 99.20 % | 100'000 | 100'000 | 100'000 | 100'000 | 98'171 EUR | 99'171 EUR | 93.69% | 93.69% |
18.11.2024 | 1.01% | 98.70 % | 99.70 % | 100'000 | 100'000 | 100'000 | 100'000 | 98'458 EUR | 99'458 EUR | 73.99% | 73.99% |
15.11.2024 | 1.00% | 98.90 % | 99.90 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'222 EUR | 100'218 EUR | 91.70% | 91.70% |
14.11.2024 | 1.01% | 99.40 % | 100.40 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'334 EUR | 100'337 EUR | 63.63% | 63.63% |
13.11.2024 | 1.00% | 99.00 % | 100.00 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'221 EUR | 100'223 EUR | 73.25% | 73.25% |
12.11.2024 | 0.99% | 99.10 % | 100.10 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'527 EUR | 100'517 EUR | 52.01% | 52.01% |
11.11.2024 | 0.99% | 100.30 % | 101.30 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'299 EUR | 101'300 EUR | 63.98% | 63.98% |
08.11.2024 | 1.00% | 99.35 % | 100.40 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'554 EUR | 100'551 EUR | 86.95% | 86.95% |
07.11.2024 | 1.00% | 100.00 % | 101.00 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'923 EUR | 100'925 EUR | 99.16% | 99.16% |