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% | 95.85 % | 96.85 % | 100'000 | 100'000 | 100'000 | 100'000 | 96'041 EUR | 97'041 EUR | 98.15% | 98.15% |
19.11.2024 | 1.04% | 95.55 % | 96.55 % | 100'000 | 100'000 | 100'000 | 100'000 | 95'861 EUR | 96'861 EUR | 93.70% | 93.70% |
18.11.2024 | 1.03% | 96.75 % | 97.75 % | 100'000 | 100'000 | 100'000 | 100'000 | 96'552 EUR | 97'552 EUR | 74.75% | 74.75% |
15.11.2024 | 1.03% | 96.35 % | 97.35 % | 100'000 | 100'000 | 100'000 | 100'000 | 96'593 EUR | 97'593 EUR | 92.47% | 92.47% |
14.11.2024 | 1.04% | 96.10 % | 97.10 % | 100'000 | 100'000 | 100'000 | 100'000 | 95'951 EUR | 96'951 EUR | 63.62% | 63.62% |
13.11.2024 | 1.05% | 94.45 % | 95.45 % | 100'000 | 100'000 | 100'000 | 100'000 | 94'553 EUR | 95'553 EUR | 74.13% | 74.13% |
12.11.2024 | 1.05% | 93.95 % | 94.95 % | 100'000 | 100'000 | 100'000 | 100'000 | 94'720 EUR | 95'720 EUR | 51.67% | 51.67% |
11.11.2024 | 1.04% | 95.60 % | 96.60 % | 100'000 | 100'000 | 100'000 | 100'000 | 95'554 EUR | 96'554 EUR | 80.05% | 80.05% |
08.11.2024 | 1.05% | 95.05 % | 96.05 % | 100'000 | 100'000 | 100'000 | 100'000 | 94'976 EUR | 95'976 EUR | 86.85% | 86.85% |
07.11.2024 | 1.05% | 95.15 % | 96.15 % | 100'000 | 100'000 | 100'000 | 100'000 | 95'003 EUR | 96'003 EUR | 99.16% | 99.16% |