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% | 98.05 % | 99.05 % | 100'000 | 100'000 | 100'000 | 100'000 | 98'449 EUR | 99'449 EUR | 95.48% | 95.48% |
19.11.2024 | 1.01% | 98.35 % | 99.35 % | 100'000 | 100'000 | 100'000 | 100'000 | 98'226 EUR | 99'226 EUR | 93.69% | 93.69% |
18.11.2024 | 1.00% | 99.70 % | 100.70 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'028 EUR | 101'030 EUR | 71.77% | 71.77% |
15.11.2024 | 0.99% | 100.60 % | 101.60 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'548 EUR | 101'548 EUR | 87.64% | 87.64% |
14.11.2024 | 0.99% | 100.70 % | 101.70 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'771 EUR | 101'771 EUR | 29.87% | 29.87% |
13.11.2024 | 1.01% | 98.40 % | 99.40 % | 100'000 | 100'000 | 100'000 | 100'000 | 98'795 EUR | 99'796 EUR | 73.42% | 73.42% |
12.11.2024 | 1.00% | 98.60 % | 99.60 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'444 EUR | 100'447 EUR | 51.88% | 51.88% |
11.11.2024 | 0.99% | 100.30 % | 101.30 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'382 EUR | 101'382 EUR | 77.42% | 77.42% |
08.11.2024 | 1.00% | 99.65 % | 100.70 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'902 EUR | 100'902 EUR | 86.97% | 86.97% |
07.11.2024 | 0.99% | 100.70 % | 101.70 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'249 EUR | 101'250 EUR | 99.16% | 99.16% |