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% | 98.10 % | 99.10 % | 100'000 | 100'000 | 100'000 | 100'000 | 98'789 EUR | 99'788 EUR | 95.37% | 95.37% |
19.11.2024 | 1.01% | 98.70 % | 99.70 % | 100'000 | 100'000 | 100'000 | 100'000 | 98'744 EUR | 99'744 EUR | 93.69% | 93.69% |
18.11.2024 | 1.00% | 99.30 % | 100.30 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'051 EUR | 100'047 EUR | 71.18% | 71.18% |
15.11.2024 | 1.01% | 98.90 % | 99.90 % | 100'000 | 100'000 | 100'000 | 100'000 | 98'671 EUR | 99'671 EUR | 91.65% | 91.65% |
14.11.2024 | 1.01% | 98.50 % | 99.50 % | 100'000 | 100'000 | 100'000 | 100'000 | 98'392 EUR | 99'392 EUR | 63.49% | 63.49% |
13.11.2024 | 1.02% | 97.10 % | 98.10 % | 100'000 | 100'000 | 100'000 | 100'000 | 97'431 EUR | 98'431 EUR | 74.09% | 74.09% |
12.11.2024 | 1.02% | 97.20 % | 98.20 % | 100'000 | 100'000 | 100'000 | 100'000 | 97'864 EUR | 98'864 EUR | 52.06% | 52.06% |
11.11.2024 | 1.01% | 98.15 % | 99.15 % | 100'000 | 100'000 | 100'000 | 100'000 | 98'245 EUR | 99'245 EUR | 79.90% | 79.90% |
08.11.2024 | 1.01% | 97.70 % | 98.70 % | 100'000 | 100'000 | 100'000 | 100'000 | 98'144 EUR | 99'144 EUR | 87.00% | 87.00% |
07.11.2024 | 1.01% | 98.85 % | 99.85 % | 100'000 | 100'000 | 100'000 | 100'000 | 98'776 EUR | 99'776 EUR | 99.16% | 99.16% |