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 | 1.65% | 41.11 % | 41.81 % | 150'000 | 150'000 | 150'000 | 150'000 | 62'963 EUR | 64'013 EUR | 99.95% | 99.95% |
19.11.2024 | 1.64% | 42.37 % | 43.07 % | 150'000 | 150'000 | 150'000 | 150'000 | 63'496 EUR | 64'546 EUR | 89.36% | 89.36% |
18.11.2024 | 1.63% | 42.31 % | 43.01 % | 150'000 | 150'000 | 150'000 | 150'000 | 63'754 EUR | 64'804 EUR | 99.67% | 99.67% |
15.11.2024 | 1.60% | 42.89 % | 43.59 % | 150'000 | 150'000 | 150'000 | 150'000 | 65'309 EUR | 66'359 EUR | 98.03% | 98.03% |
14.11.2024 | 1.71% | 40.78 % | 41.48 % | 150'000 | 150'000 | 150'000 | 150'000 | 61'038 EUR | 62'088 EUR | 0.25% | 0.25% |
13.11.2024 | 1.59% | 43.04 % | 43.74 % | 150'000 | 150'000 | 150'000 | 150'000 | 65'724 EUR | 66'774 EUR | 99.79% | 99.79% |
12.11.2024 | 1.49% | 43.85 % | 44.55 % | 150'000 | 150'000 | 150'000 | 150'000 | 70'146 EUR | 71'196 EUR | 72.79% | 72.79% |
11.11.2024 | 1.07% | 64.72 % | 65.42 % | 150'000 | 150'000 | 150'000 | 150'000 | 97'379 EUR | 98'429 EUR | 100.00% | 100.00% |
08.11.2024 | 1.13% | 61.92 % | 62.62 % | 150'000 | 150'000 | 150'000 | 150'000 | 92'775 EUR | 93'825 EUR | 99.83% | 99.83% |
07.11.2024 | 1.07% | 64.41 % | 65.11 % | 150'000 | 150'000 | 150'000 | 150'000 | 97'718 EUR | 98'768 EUR | 97.22% | 97.22% |