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 | 1.03% | 96.40 % | 97.40 % | 100'000 | 100'000 | 100'000 | 100'000 | 96'687 EUR | 97'687 EUR | 95.32% | 95.32% |
19.11.2024 | 1.03% | 97.20 % | 98.20 % | 100'000 | 100'000 | 100'000 | 100'000 | 97'030 EUR | 98'030 EUR | 93.69% | 93.69% |
18.11.2024 | 1.02% | 97.50 % | 98.50 % | 100'000 | 100'000 | 100'000 | 100'000 | 97'420 EUR | 98'420 EUR | 75.60% | 75.60% |
15.11.2024 | 1.02% | 97.50 % | 98.50 % | 100'000 | 100'000 | 100'000 | 100'000 | 97'792 EUR | 98'792 EUR | 91.92% | 91.92% |
14.11.2024 | 1.02% | 98.05 % | 99.05 % | 100'000 | 100'000 | 100'000 | 100'000 | 97'853 EUR | 98'853 EUR | 63.37% | 63.37% |
13.11.2024 | 1.03% | 96.80 % | 97.80 % | 100'000 | 100'000 | 100'000 | 100'000 | 96'957 EUR | 97'957 EUR | 73.44% | 73.44% |
12.11.2024 | 1.02% | 97.05 % | 98.05 % | 100'000 | 100'000 | 100'000 | 100'000 | 97'370 EUR | 98'370 EUR | 51.44% | 51.44% |
11.11.2024 | 1.02% | 97.80 % | 98.80 % | 100'000 | 100'000 | 100'000 | 100'000 | 97'771 EUR | 98'771 EUR | 61.52% | 61.52% |
08.11.2024 | 1.02% | 97.60 % | 98.60 % | 100'000 | 100'000 | 100'000 | 100'000 | 97'469 EUR | 98'469 EUR | 86.95% | 86.95% |
07.11.2024 | 1.02% | 97.60 % | 98.60 % | 100'000 | 100'000 | 100'000 | 100'000 | 97'525 EUR | 98'525 EUR | 99.11% | 99.11% |