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 | 1.05% | 93.95 % | 94.95 % | 100'000 | 100'000 | 100'000 | 100'000 | 94'557 EUR | 95'557 EUR | 98.15% | 98.15% |
19.11.2024 | 1.06% | 94.20 % | 95.20 % | 100'000 | 100'000 | 100'000 | 100'000 | 94'285 EUR | 95'285 EUR | 93.69% | 93.69% |
18.11.2024 | 1.05% | 94.90 % | 95.90 % | 100'000 | 100'000 | 100'000 | 100'000 | 94'642 EUR | 95'642 EUR | 71.81% | 71.81% |
15.11.2024 | 1.03% | 96.00 % | 97.00 % | 100'000 | 100'000 | 100'000 | 100'000 | 96'622 EUR | 97'622 EUR | 91.66% | 91.66% |
14.11.2024 | 1.02% | 97.85 % | 98.85 % | 100'000 | 100'000 | 100'000 | 100'000 | 97'840 EUR | 98'840 EUR | 29.56% | 29.56% |
13.11.2024 | 1.04% | 95.65 % | 96.65 % | 100'000 | 100'000 | 100'000 | 100'000 | 95'919 EUR | 96'919 EUR | 75.61% | 75.61% |
12.11.2024 | 1.03% | 96.55 % | 97.55 % | 100'000 | 100'000 | 100'000 | 100'000 | 96'992 EUR | 97'992 EUR | 51.65% | 51.65% |
11.11.2024 | 1.03% | 96.65 % | 97.65 % | 100'000 | 100'000 | 100'000 | 100'000 | 96'511 EUR | 97'511 EUR | 12.89% | 12.89% |
08.11.2024 | 1.04% | 95.85 % | 96.85 % | 100'000 | 100'000 | 100'000 | 100'000 | 95'848 EUR | 96'848 EUR | 86.83% | 86.83% |
07.11.2024 | 1.04% | 96.10 % | 97.10 % | 100'000 | 100'000 | 100'000 | 100'000 | 95'948 EUR | 96'948 EUR | 99.16% | 99.16% |