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 | 1.55% | 31.22 % | 31.72 % | 50'000 | 50'000 | 50'000 | 50'000 | 15'956 EUR | 16'206 EUR | 99.89% | 99.89% |
19.11.2024 | 1.54% | 32.18 % | 32.68 % | 50'000 | 50'000 | 50'000 | 50'000 | 16'092 EUR | 16'342 EUR | 99.76% | 99.76% |
18.11.2024 | 1.54% | 32.05 % | 32.55 % | 50'000 | 50'000 | 50'000 | 50'000 | 16'088 EUR | 16'338 EUR | 99.98% | 99.98% |
15.11.2024 | 1.51% | 32.50 % | 33.00 % | 50'000 | 50'000 | 50'000 | 50'000 | 16'402 EUR | 16'652 EUR | 99.99% | 99.99% |
14.11.2024 | 1.53% | 33.16 % | 33.66 % | 50'000 | 50'000 | 50'000 | 50'000 | 16'258 EUR | 16'508 EUR | 99.95% | 99.95% |
13.11.2024 | 1.51% | 32.29 % | 32.79 % | 50'000 | 50'000 | 50'000 | 50'000 | 16'429 EUR | 16'679 EUR | 99.90% | 99.90% |
12.11.2024 | 1.42% | 33.18 % | 33.68 % | 50'000 | 50'000 | 50'000 | 50'000 | 17'422 EUR | 17'672 EUR | 99.62% | 99.62% |
11.11.2024 | 1.22% | 40.77 % | 41.27 % | 50'000 | 50'000 | 50'000 | 50'000 | 20'417 EUR | 20'667 EUR | 100.00% | 100.00% |
08.11.2024 | 1.24% | 39.96 % | 40.46 % | 50'000 | 50'000 | 50'000 | 50'000 | 19'990 EUR | 20'240 EUR | 99.94% | 99.94% |
07.11.2024 | 1.21% | 40.74 % | 41.24 % | 50'000 | 50'000 | 50'000 | 50'000 | 20'470 EUR | 20'720 EUR | 99.95% | 99.95% |