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% | 98.35 % | 99.35 % | 100'000 | 100'000 | 100'000 | 100'000 | 98'642 EUR | 99'642 EUR | 98.15% | 98.15% |
19.11.2024 | 1.01% | 98.65 % | 99.65 % | 100'000 | 100'000 | 100'000 | 100'000 | 98'328 EUR | 99'329 EUR | 93.69% | 93.69% |
18.11.2024 | 0.99% | 99.35 % | 100.40 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'796 EUR | 100'788 EUR | 74.55% | 74.55% |
15.11.2024 | 0.99% | 100.20 % | 101.20 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'149 EUR | 101'149 EUR | 91.75% | 91.75% |
14.11.2024 | 0.99% | 100.30 % | 101.30 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'261 EUR | 101'262 EUR | 65.66% | 65.66% |
13.11.2024 | 1.01% | 98.90 % | 99.90 % | 100'000 | 100'000 | 100'000 | 100'000 | 98'846 EUR | 99'846 EUR | 74.51% | 74.51% |
12.11.2024 | 1.00% | 98.65 % | 99.65 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'251 EUR | 100'252 EUR | 51.39% | 51.39% |
11.11.2024 | 1.00% | 99.90 % | 100.90 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'938 EUR | 100'941 EUR | 80.20% | 80.20% |
08.11.2024 | 1.00% | 99.45 % | 100.40 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'605 EUR | 100'605 EUR | 87.02% | 87.02% |
07.11.2024 | 1.00% | 100.20 % | 101.20 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'879 EUR | 100'882 EUR | 99.16% | 99.16% |