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 | 0.99% | 100.30 % | 101.30 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'368 EUR | 101'368 EUR | 98.15% | 98.15% |
19.11.2024 | 1.00% | 99.80 % | 100.80 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'699 EUR | 100'702 EUR | 93.69% | 93.69% |
18.11.2024 | 1.00% | 99.85 % | 100.90 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'730 EUR | 100'729 EUR | 74.10% | 74.10% |
15.11.2024 | 1.00% | 99.55 % | 100.60 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'729 EUR | 100'728 EUR | 91.65% | 91.65% |
14.11.2024 | 1.00% | 100.00 % | 101.00 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'014 EUR | 101'016 EUR | 63.49% | 63.49% |
13.11.2024 | 1.00% | 99.75 % | 100.70 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'789 EUR | 100'794 EUR | 74.49% | 74.49% |
12.11.2024 | 0.99% | 100.30 % | 101.30 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'267 EUR | 101'267 EUR | 52.08% | 52.08% |
11.11.2024 | 0.99% | 100.30 % | 101.30 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'403 EUR | 101'403 EUR | 62.50% | 62.50% |
08.11.2024 | 0.99% | 100.20 % | 101.20 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'155 EUR | 101'155 EUR | 86.83% | 86.83% |
07.11.2024 | 1.00% | 100.10 % | 101.10 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'819 EUR | 100'819 EUR | 99.16% | 99.16% |