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 | 1.18% | 57.51 % | 58.21 % | 150'000 | 150'000 | 150'000 | 150'000 | 88'398 EUR | 89'448 EUR | 99.99% | 99.99% |
19.11.2024 | 1.11% | 62.06 % | 62.76 % | 150'000 | 150'000 | 150'000 | 150'000 | 94'144 EUR | 95'194 EUR | 89.35% | 89.35% |
18.11.2024 | 1.04% | 65.72 % | 66.42 % | 150'000 | 150'000 | 150'000 | 150'000 | 100'204 EUR | 101'254 EUR | 99.68% | 99.68% |
15.11.2024 | 1.03% | 67.58 % | 68.28 % | 150'000 | 150'000 | 150'000 | 150'000 | 101'761 EUR | 102'811 EUR | 100.00% | 100.00% |
14.11.2024 | 1.05% | 67.67 % | 68.37 % | 150'000 | 150'000 | 150'000 | 150'000 | 99'399 EUR | 100'449 EUR | 99.62% | 99.62% |
13.11.2024 | 1.05% | 65.16 % | 65.86 % | 150'000 | 150'000 | 150'000 | 150'000 | 99'969 EUR | 101'019 EUR | 97.88% | 97.88% |
12.11.2024 | 0.98% | 68.43 % | 69.13 % | 150'000 | 150'000 | 150'000 | 150'000 | 107'133 EUR | 108'183 EUR | 98.75% | 98.75% |
11.11.2024 | 0.98% | 71.18 % | 71.88 % | 150'000 | 150'000 | 150'000 | 150'000 | 106'546 EUR | 107'596 EUR | 77.37% | 77.37% |
08.11.2024 | 0.98% | 71.27 % | 71.97 % | 150'000 | 150'000 | 150'000 | 150'000 | 106'407 EUR | 107'457 EUR | 99.54% | 99.54% |
07.11.2024 | 0.95% | 74.81 % | 75.51 % | 150'000 | 150'000 | 150'000 | 150'000 | 109'532 EUR | 110'582 EUR | 99.95% | 99.95% |