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 | 0.76% | 91.51 % | 92.21 % | 150'000 | 150'000 | 150'000 | 150'000 | 138'380 EUR | 139'430 EUR | 100.00% | 100.00% |
19.11.2024 | 0.76% | 92.32 % | 93.02 % | 150'000 | 150'000 | 150'000 | 150'000 | 138'151 EUR | 139'201 EUR | 89.40% | 89.40% |
18.11.2024 | 0.75% | 92.65 % | 93.35 % | 150'000 | 150'000 | 150'000 | 150'000 | 139'440 EUR | 140'490 EUR | 99.66% | 99.66% |
15.11.2024 | 0.75% | 93.33 % | 94.03 % | 150'000 | 150'000 | 150'000 | 150'000 | 139'913 EUR | 140'963 EUR | 100.00% | 100.00% |
14.11.2024 | 0.76% | 92.50 % | 93.20 % | 150'000 | 150'000 | 150'000 | 150'000 | 137'712 EUR | 138'762 EUR | 100.00% | 100.00% |
13.11.2024 | 0.76% | 89.93 % | 90.63 % | 150'000 | 150'000 | 150'000 | 150'000 | 137'248 EUR | 138'298 EUR | 100.00% | 100.00% |
12.11.2024 | 0.74% | 92.79 % | 93.49 % | 150'000 | 150'000 | 150'000 | 150'000 | 140'802 EUR | 141'852 EUR | 98.73% | 98.73% |
11.11.2024 | 0.73% | 96.51 % | 97.21 % | 150'000 | 150'000 | 150'000 | 150'000 | 144'152 EUR | 145'202 EUR | 99.96% | 99.96% |
08.11.2024 | 0.73% | 95.36 % | 96.06 % | 150'000 | 150'000 | 150'000 | 150'000 | 143'344 EUR | 144'394 EUR | 98.25% | 98.25% |
07.11.2024 | 0.72% | 97.27 % | 97.97 % | 150'000 | 150'000 | 150'000 | 150'000 | 145'923 EUR | 146'973 EUR | 99.95% | 99.95% |