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 | 1.19% | 83.20 % | 84.20 % | 100'000 | 100'000 | 100'000 | 100'000 | 83'708 EUR | 84'708 EUR | 96.26% | 96.26% |
19.11.2024 | 1.19% | 84.05 % | 85.05 % | 100'000 | 100'000 | 100'000 | 100'000 | 83'871 EUR | 84'871 EUR | 93.69% | 93.69% |
18.11.2024 | 1.17% | 85.35 % | 86.35 % | 100'000 | 100'000 | 100'000 | 100'000 | 85'230 EUR | 86'230 EUR | 65.60% | 65.60% |
15.11.2024 | 1.16% | 85.80 % | 86.80 % | 100'000 | 100'000 | 100'000 | 100'000 | 85'854 EUR | 86'854 EUR | 92.09% | 92.09% |
14.11.2024 | 1.17% | 85.10 % | 86.10 % | 100'000 | 100'000 | 100'000 | 100'000 | 84'941 EUR | 85'941 EUR | 28.00% | 28.00% |
13.11.2024 | 1.17% | 84.65 % | 85.65 % | 100'000 | 100'000 | 100'000 | 100'000 | 85'133 EUR | 86'133 EUR | 73.56% | 73.56% |
12.11.2024 | 1.15% | 85.65 % | 86.65 % | 100'000 | 100'000 | 100'000 | 100'000 | 86'318 EUR | 87'318 EUR | 50.98% | 50.98% |
11.11.2024 | 1.15% | 86.90 % | 87.90 % | 100'000 | 100'000 | 100'000 | 100'000 | 86'579 EUR | 87'579 EUR | 64.33% | 64.33% |
08.11.2024 | 1.16% | 85.70 % | 86.70 % | 100'000 | 100'000 | 100'000 | 100'000 | 85'902 EUR | 86'902 EUR | 75.57% | 75.57% |
07.11.2024 | 1.13% | 88.10 % | 89.10 % | 100'000 | 100'000 | 100'000 | 100'000 | 88'363 EUR | 89'363 EUR | 97.41% | 97.41% |