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 | 1.62% | 42.39 % | 43.09 % | 150'000 | 150'000 | 150'000 | 150'000 | 64'155 EUR | 65'205 EUR | 100.00% | 100.00% |
19.11.2024 | 1.66% | 41.79 % | 42.49 % | 150'000 | 150'000 | 150'000 | 150'000 | 62'841 EUR | 63'891 EUR | 89.36% | 89.36% |
18.11.2024 | 1.61% | 42.97 % | 43.67 % | 150'000 | 150'000 | 150'000 | 150'000 | 64'745 EUR | 65'795 EUR | 99.67% | 99.67% |
15.11.2024 | 1.60% | 43.52 % | 44.22 % | 150'000 | 150'000 | 150'000 | 150'000 | 65'207 EUR | 66'257 EUR | 100.00% | 100.00% |
14.11.2024 | 1.63% | 43.14 % | 43.84 % | 150'000 | 150'000 | 150'000 | 150'000 | 63'742 EUR | 64'792 EUR | 100.00% | 100.00% |
13.11.2024 | 1.67% | 41.46 % | 42.16 % | 150'000 | 150'000 | 150'000 | 150'000 | 62'188 EUR | 63'238 EUR | 100.00% | 100.00% |
12.11.2024 | 1.67% | 40.74 % | 41.44 % | 150'000 | 150'000 | 150'000 | 150'000 | 62'256 EUR | 63'306 EUR | 98.74% | 98.74% |
11.11.2024 | 1.60% | 43.72 % | 44.42 % | 150'000 | 150'000 | 150'000 | 150'000 | 65'268 EUR | 66'318 EUR | 99.98% | 99.98% |
08.11.2024 | 1.59% | 43.23 % | 43.93 % | 150'000 | 150'000 | 150'000 | 150'000 | 65'706 EUR | 66'756 EUR | 99.83% | 99.83% |
07.11.2024 | 1.50% | 46.67 % | 47.37 % | 150'000 | 150'000 | 150'000 | 150'000 | 69'576 EUR | 70'626 EUR | 100.00% | 100.00% |