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 | 0.41% | 12.20 EUR | 12.25 EUR | 50'000 | 24'000 | 49'531 | 23'802 | 612'554 EUR | 295'556 EUR | 100.00% | 100.00% |
19.11.2024 | 0.41% | 12.25 EUR | 12.30 EUR | 50'000 | 24'000 | 49'529 | 23'801 | 605'138 EUR | 291'990 EUR | 99.30% | 99.30% |
18.11.2024 | 0.41% | 12.50 EUR | 12.55 EUR | 50'000 | 24'000 | 49'532 | 23'802 | 615'751 EUR | 297'087 EUR | 100.00% | 100.00% |
15.11.2024 | 0.40% | 12.50 EUR | 12.55 EUR | 50'000 | 24'000 | 50'000 | 24'000 | 630'279 EUR | 303'734 EUR | 74.38% | 74.38% |
14.11.2024 | 0.40% | 12.70 EUR | 12.75 EUR | 50'000 | 24'000 | 49'532 | 23'802 | 623'636 EUR | 300'867 EUR | 100.00% | 100.00% |
13.11.2024 | 0.41% | 12.20 EUR | 12.25 EUR | 50'000 | 24'000 | 49'526 | 23'800 | 605'281 EUR | 292'060 EUR | 98.94% | 98.94% |
12.11.2024 | 0.40% | 12.25 EUR | 12.30 EUR | 50'000 | 24'000 | 49'534 | 23'802 | 621'687 EUR | 299'918 EUR | 100.00% | 100.00% |
11.11.2024 | 0.39% | 12.85 EUR | 12.90 EUR | 50'000 | 24'000 | 49'531 | 23'802 | 636'388 EUR | 307'009 EUR | 100.00% | 100.00% |
08.11.2024 | 0.40% | 12.55 EUR | 12.60 EUR | 50'000 | 24'000 | 49'534 | 23'803 | 625'416 EUR | 301'733 EUR | 100.00% | 100.00% |
07.11.2024 | 0.40% | 12.85 EUR | 12.90 EUR | 50'000 | 24'000 | 49'529 | 23'801 | 631'630 EUR | 304'722 EUR | 100.00% | 100.00% |