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 | 0.81% | 98.00 % | 98.80 % | 100'000 | 100'000 | 100'000 | 100'000 | 98'195 EUR | 98'995 EUR | 97.95% | 97.95% |
19.11.2024 | 0.82% | 97.80 % | 98.60 % | 100'000 | 100'000 | 100'000 | 100'000 | 97'634 EUR | 98'434 EUR | 100.00% | 100.00% |
18.11.2024 | 0.81% | 97.90 % | 98.70 % | 100'000 | 100'000 | 100'000 | 100'000 | 97'913 EUR | 98'713 EUR | 100.00% | 100.00% |
15.11.2024 | 0.81% | 98.20 % | 99.00 % | 100'000 | 100'000 | 100'000 | 100'000 | 98'410 EUR | 99'210 EUR | 100.00% | 100.00% |
14.11.2024 | 0.81% | 98.80 % | 99.60 % | 100'000 | 100'000 | 100'000 | 100'000 | 98'747 EUR | 99'547 EUR | 100.00% | 100.00% |
13.11.2024 | 0.81% | 98.60 % | 99.40 % | 100'000 | 100'000 | 100'000 | 100'000 | 98'591 EUR | 99'391 EUR | 100.00% | 100.00% |
12.11.2024 | 0.81% | 98.50 % | 99.30 % | 100'000 | 100'000 | 100'000 | 100'000 | 98'965 EUR | 99'765 EUR | 100.00% | 100.00% |
11.11.2024 | 1.00% | 99.30 % | 100.30 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'262 EUR | 100'262 EUR | 100.00% | 100.00% |
08.11.2024 | 1.00% | 98.80 % | 99.80 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'007 EUR | 100'007 EUR | 100.00% | 100.00% |
07.11.2024 | 0.80% | 99.50 % | 100.30 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'433 EUR | 100'233 EUR | 99.23% | 99.23% |