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% | 97.65 % | 98.65 % | 100'000 | 100'000 | 100'000 | 100'000 | 98'045 EUR | 99'045 EUR | 95.74% | 95.74% |
19.11.2024 | 1.01% | 98.10 % | 99.10 % | 100'000 | 100'000 | 100'000 | 100'000 | 98'048 EUR | 99'048 EUR | 93.69% | 93.69% |
18.11.2024 | 1.02% | 98.05 % | 99.05 % | 100'000 | 100'000 | 100'000 | 100'000 | 97'952 EUR | 98'952 EUR | 73.05% | 73.05% |
15.11.2024 | 1.01% | 98.15 % | 99.15 % | 100'000 | 100'000 | 100'000 | 100'000 | 98'289 EUR | 99'289 EUR | 83.82% | 83.82% |
14.11.2024 | 1.01% | 98.95 % | 99.95 % | 100'000 | 100'000 | 100'000 | 100'000 | 98'971 EUR | 99'971 EUR | 63.49% | 63.49% |
13.11.2024 | 1.00% | 98.90 % | 99.90 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'123 EUR | 100'122 EUR | 74.88% | 74.88% |
12.11.2024 | 0.99% | 99.10 % | 100.10 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'516 EUR | 100'510 EUR | 51.80% | 51.80% |
11.11.2024 | 0.99% | 99.70 % | 100.70 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'786 EUR | 100'783 EUR | 78.71% | 78.71% |
08.11.2024 | 0.99% | 99.30 % | 100.30 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'498 EUR | 100'491 EUR | 86.82% | 86.82% |
07.11.2024 | 1.00% | 99.55 % | 100.50 % | 100'000 | 100'000 | 100'000 | 100'000 | 99'473 EUR | 100'472 EUR | 99.16% | 99.16% |