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 |
---|---|---|---|---|---|---|---|---|---|---|---|
03.12.2024 | 1.02% | 97.60 % | 98.60 % | 100'000 | 100'000 | 100'000 | 100'000 | 97'507 EUR | 98'507 EUR | 83.94% | 83.94% |
02.12.2024 | 1.04% | 96.70 % | 97.70 % | 100'000 | 100'000 | 100'000 | 100'000 | 95'991 EUR | 96'991 EUR | 97.45% | 97.45% |
29.11.2024 | 1.05% | 96.55 % | 97.55 % | 100'000 | 100'000 | 100'000 | 100'000 | 95'021 EUR | 96'021 EUR | 97.90% | 97.90% |
28.11.2024 | 1.04% | 94.70 % | 95.70 % | 100'000 | 100'000 | 100'000 | 100'000 | 95'349 EUR | 96'349 EUR | 84.17% | 84.17% |
27.11.2024 | 1.05% | 93.85 % | 94.85 % | 100'000 | 100'000 | 100'000 | 100'000 | 94'347 EUR | 95'347 EUR | 96.83% | 96.83% |
26.11.2024 | 1.04% | 95.00 % | 96.00 % | 100'000 | 100'000 | 100'000 | 100'000 | 95'260 EUR | 96'260 EUR | 96.83% | 96.83% |
25.11.2024 | 1.04% | 95.90 % | 96.90 % | 100'000 | 100'000 | 100'000 | 100'000 | 95'946 EUR | 96'946 EUR | 98.11% | 98.11% |
22.11.2024 | 1.05% | 95.00 % | 96.00 % | 100'000 | 100'000 | 100'000 | 100'000 | 94'826 EUR | 95'826 EUR | 99.91% | 99.91% |
20.11.2024 | 1.06% | 92.65 % | 93.65 % | 100'000 | 100'000 | 100'000 | 100'000 | 93'667 EUR | 94'667 EUR | 98.15% | 98.15% |
19.11.2024 | 1.06% | 93.45 % | 94.45 % | 100'000 | 100'000 | 100'000 | 100'000 | 93'683 EUR | 94'683 EUR | 93.69% | 93.69% |