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 | 1.02% | 97.20 % | 98.20 % | 100'000 | 100'000 | 100'000 | 100'000 | 97'632 EUR | 98'632 EUR | 98.15% | 98.15% |
19.11.2024 | 1.02% | 97.30 % | 98.30 % | 100'000 | 100'000 | 100'000 | 100'000 | 97'130 EUR | 98'130 EUR | 93.69% | 93.69% |
18.11.2024 | 1.01% | 98.15 % | 99.15 % | 100'000 | 100'000 | 100'000 | 100'000 | 98'148 EUR | 99'148 EUR | 74.10% | 74.10% |
15.11.2024 | 1.00% | 99.00 % | 100.00 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'439 EUR | 100'438 EUR | 91.66% | 91.66% |
14.11.2024 | 1.00% | 100.20 % | 101.20 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'121 EUR | 101'125 EUR | 29.04% | 29.04% |
13.11.2024 | 1.00% | 98.85 % | 99.85 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'079 EUR | 100'078 EUR | 64.78% | 64.78% |
12.11.2024 | 0.99% | 100.40 % | 101.40 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'204 EUR | 101'204 EUR | 31.83% | 31.83% |
11.11.2024 | 1.01% | 99.35 % | 100.40 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'183 EUR | 100'186 EUR | 29.73% | 29.73% |
08.11.2024 | 1.01% | 98.50 % | 99.50 % | 100'000 | 100'000 | 100'000 | 100'000 | 98'307 EUR | 99'307 EUR | 86.83% | 86.83% |
07.11.2024 | 1.01% | 98.60 % | 99.60 % | 100'000 | 100'000 | 100'000 | 100'000 | 98'600 EUR | 99'600 EUR | 99.16% | 99.16% |