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 | 1.06% | 93.10 % | 94.10 % | 100'000 | 100'000 | 100'000 | 100'000 | 93'606 EUR | 94'606 EUR | 95.16% | 95.16% |
19.11.2024 | 1.07% | 93.05 % | 94.05 % | 100'000 | 100'000 | 100'000 | 100'000 | 93'179 EUR | 94'179 EUR | 93.69% | 93.69% |
18.11.2024 | 1.06% | 94.20 % | 95.20 % | 100'000 | 100'000 | 100'000 | 100'000 | 93'841 EUR | 94'841 EUR | 71.14% | 71.14% |
15.11.2024 | 1.05% | 94.25 % | 95.25 % | 100'000 | 100'000 | 100'000 | 100'000 | 94'450 EUR | 95'450 EUR | 91.67% | 91.67% |
14.11.2024 | 1.06% | 94.25 % | 95.25 % | 100'000 | 100'000 | 100'000 | 100'000 | 94'032 EUR | 95'032 EUR | 63.54% | 63.54% |
13.11.2024 | 1.07% | 92.90 % | 93.90 % | 100'000 | 100'000 | 100'000 | 100'000 | 93'087 EUR | 94'087 EUR | 61.73% | 61.73% |
12.11.2024 | 1.05% | 94.20 % | 95.20 % | 100'000 | 100'000 | 100'000 | 100'000 | 94'325 EUR | 95'325 EUR | 17.26% | 17.26% |
11.11.2024 | 1.04% | 95.30 % | 96.30 % | 100'000 | 100'000 | 100'000 | 100'000 | 95'551 EUR | 96'551 EUR | 79.11% | 79.11% |
08.11.2024 | 1.04% | 94.90 % | 95.90 % | 100'000 | 100'000 | 100'000 | 100'000 | 95'246 EUR | 96'246 EUR | 84.60% | 84.60% |
07.11.2024 | 1.03% | 97.00 % | 98.00 % | 100'000 | 100'000 | 100'000 | 100'000 | 96'531 EUR | 97'531 EUR | 99.16% | 99.16% |