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% | 98.25 % | 99.25 % | 100'000 | 100'000 | 100'000 | 100'000 | 98'827 EUR | 99'833 EUR | 67.90% | 67.90% |
19.11.2024 | 1.01% | 99.50 % | 100.50 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'557 EUR | 100'572 EUR | 62.07% | 62.07% |
18.11.2024 | 0.99% | 100.80 % | 101.80 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'920 EUR | 101'920 EUR | 46.45% | 46.45% |
15.11.2024 | 0.99% | 100.60 % | 101.60 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'693 EUR | 101'693 EUR | 61.70% | 61.70% |
14.11.2024 | 0.99% | 100.40 % | 101.40 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'567 EUR | 101'567 EUR | 38.39% | 38.39% |
13.11.2024 | 0.99% | 99.80 % | 100.80 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'186 EUR | 101'187 EUR | 41.35% | 41.35% |
12.11.2024 | 0.99% | 100.10 % | 101.10 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'433 EUR | 101'433 EUR | 34.14% | 34.14% |
11.11.2024 | 0.99% | 101.10 % | 102.10 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'983 EUR | 101'983 EUR | 39.40% | 39.40% |
08.11.2024 | 0.99% | 100.40 % | 101.40 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'359 EUR | 101'359 EUR | 77.09% | 77.09% |
07.11.2024 | 0.99% | 100.90 % | 101.90 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'617 EUR | 101'617 EUR | 99.16% | 99.16% |