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% | 93.35 % | 94.35 % | 100'000 | 100'000 | 100'000 | 100'000 | 93'887 EUR | 94'887 EUR | 95.16% | 95.16% |
19.11.2024 | 1.06% | 94.00 % | 95.00 % | 100'000 | 100'000 | 100'000 | 100'000 | 94'035 EUR | 95'035 EUR | 93.69% | 93.69% |
18.11.2024 | 1.05% | 95.00 % | 96.00 % | 100'000 | 100'000 | 100'000 | 100'000 | 94'874 EUR | 95'874 EUR | 74.10% | 74.10% |
15.11.2024 | 1.05% | 95.15 % | 96.15 % | 100'000 | 100'000 | 100'000 | 100'000 | 95'122 EUR | 96'122 EUR | 87.61% | 87.61% |
14.11.2024 | 1.05% | 94.50 % | 95.50 % | 100'000 | 100'000 | 100'000 | 100'000 | 94'456 EUR | 95'456 EUR | 28.00% | 28.00% |
13.11.2024 | 1.05% | 94.10 % | 95.10 % | 100'000 | 100'000 | 100'000 | 100'000 | 94'576 EUR | 95'576 EUR | 73.19% | 73.19% |
12.11.2024 | 1.04% | 95.45 % | 96.45 % | 100'000 | 100'000 | 100'000 | 100'000 | 96'034 EUR | 97'034 EUR | 51.93% | 51.93% |
11.11.2024 | 1.04% | 96.30 % | 97.30 % | 100'000 | 100'000 | 100'000 | 100'000 | 96'073 EUR | 97'073 EUR | 62.53% | 62.53% |
08.11.2024 | 1.04% | 95.50 % | 96.50 % | 100'000 | 100'000 | 100'000 | 100'000 | 95'616 EUR | 96'616 EUR | 85.15% | 85.15% |
07.11.2024 | 1.03% | 97.10 % | 98.10 % | 100'000 | 100'000 | 100'000 | 100'000 | 96'738 EUR | 97'738 EUR | 99.16% | 99.16% |