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% | 96.15 % | 97.15 % | 100'000 | 100'000 | 100'000 | 100'000 | 96'444 EUR | 97'444 EUR | 98.15% | 98.15% |
19.11.2024 | 1.04% | 96.45 % | 97.45 % | 100'000 | 100'000 | 100'000 | 100'000 | 95'974 EUR | 96'974 EUR | 93.69% | 93.69% |
18.11.2024 | 1.03% | 97.00 % | 98.00 % | 100'000 | 100'000 | 100'000 | 100'000 | 97'005 EUR | 98'005 EUR | 75.13% | 75.13% |
15.11.2024 | 1.02% | 97.25 % | 98.25 % | 100'000 | 100'000 | 100'000 | 100'000 | 97'396 EUR | 98'396 EUR | 91.88% | 91.88% |
14.11.2024 | 1.03% | 97.05 % | 98.05 % | 100'000 | 100'000 | 100'000 | 100'000 | 96'927 EUR | 97'927 EUR | 63.36% | 63.36% |
13.11.2024 | 1.03% | 96.75 % | 97.75 % | 100'000 | 100'000 | 100'000 | 100'000 | 96'997 EUR | 97'997 EUR | 74.76% | 74.76% |
12.11.2024 | 1.02% | 97.00 % | 98.00 % | 100'000 | 100'000 | 100'000 | 100'000 | 97'181 EUR | 98'181 EUR | 52.10% | 52.10% |
11.11.2024 | 1.02% | 97.85 % | 98.85 % | 100'000 | 100'000 | 100'000 | 100'000 | 97'767 EUR | 98'767 EUR | 78.99% | 78.99% |
08.11.2024 | 1.02% | 97.35 % | 98.35 % | 100'000 | 100'000 | 100'000 | 100'000 | 97'494 EUR | 98'494 EUR | 86.89% | 86.89% |
07.11.2024 | 1.02% | 98.15 % | 99.15 % | 100'000 | 100'000 | 100'000 | 100'000 | 97'984 EUR | 98'984 EUR | 99.16% | 99.16% |