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 | 3.48% | 55.22 % | 57.18 % | 100'000 | 50'000 | 100'000 | 50'000 | 55'423 EUR | 28'692 EUR | 100.00% | 100.00% |
19.11.2024 | 3.12% | 55.38 % | 57.34 % | 100'000 | 50'000 | 131'480 | 91'973 | 73'076 EUR | 52'534 EUR | 99.77% | 99.77% |
18.11.2024 | 1.77% | 56.15 % | 57.15 % | 250'000 | 250'000 | 250'000 | 250'000 | 140'335 EUR | 142'835 EUR | 100.00% | 100.00% |
15.11.2024 | 1.78% | 55.35 % | 56.35 % | 250'000 | 250'000 | 250'000 | 250'000 | 139'577 EUR | 142'077 EUR | 100.00% | 100.00% |
14.11.2024 | 1.83% | 54.34 % | 55.34 % | 250'000 | 250'000 | 250'000 | 250'000 | 135'618 EUR | 138'118 EUR | 100.00% | 100.00% |
13.11.2024 | 1.80% | 54.65 % | 55.65 % | 250'000 | 250'000 | 250'000 | 250'000 | 137'388 EUR | 139'888 EUR | 99.82% | 99.82% |
12.11.2024 | 1.78% | 55.40 % | 56.40 % | 250'000 | 250'000 | 250'000 | 250'000 | 139'438 EUR | 141'938 EUR | 99.99% | 99.99% |
11.11.2024 | 1.71% | 57.72 % | 58.72 % | 250'000 | 250'000 | 250'000 | 250'000 | 144'825 EUR | 147'325 EUR | 99.92% | 99.92% |
08.11.2024 | 1.67% | 58.77 % | 59.77 % | 250'000 | 250'000 | 250'000 | 250'000 | 148'528 EUR | 151'028 EUR | 99.98% | 99.98% |
07.11.2024 | 1.63% | 61.10 % | 62.10 % | 250'000 | 250'000 | 250'000 | 250'000 | 151'934 EUR | 154'434 EUR | 100.00% | 100.00% |