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 | 1.53% | 44.65 % | 45.35 % | 150'000 | 150'000 | 150'000 | 150'000 | 68'033 EUR | 69'083 EUR | 100.00% | 100.00% |
19.11.2024 | 1.52% | 45.62 % | 46.32 % | 150'000 | 150'000 | 150'000 | 150'000 | 68'375 EUR | 69'425 EUR | 89.37% | 89.37% |
18.11.2024 | 1.52% | 45.54 % | 46.24 % | 150'000 | 150'000 | 150'000 | 150'000 | 68'506 EUR | 69'556 EUR | 99.68% | 99.68% |
15.11.2024 | 1.51% | 45.80 % | 46.50 % | 150'000 | 150'000 | 150'000 | 150'000 | 69'189 EUR | 70'239 EUR | 100.00% | 100.00% |
14.11.2024 | 1.52% | 46.52 % | 47.22 % | 150'000 | 150'000 | 150'000 | 150'000 | 68'788 EUR | 69'838 EUR | 100.00% | 100.00% |
13.11.2024 | 1.50% | 45.71 % | 46.41 % | 150'000 | 150'000 | 150'000 | 150'000 | 69'437 EUR | 70'487 EUR | 100.00% | 100.00% |
12.11.2024 | 1.44% | 46.66 % | 47.36 % | 150'000 | 150'000 | 150'000 | 150'000 | 72'610 EUR | 73'660 EUR | 98.71% | 98.71% |
11.11.2024 | 1.28% | 54.33 % | 55.03 % | 150'000 | 150'000 | 150'000 | 150'000 | 81'589 EUR | 82'639 EUR | 100.00% | 100.00% |
08.11.2024 | 1.30% | 53.55 % | 54.25 % | 150'000 | 150'000 | 150'000 | 150'000 | 80'342 EUR | 81'392 EUR | 99.84% | 99.84% |
07.11.2024 | 1.28% | 54.26 % | 54.96 % | 150'000 | 150'000 | 150'000 | 150'000 | 81'672 EUR | 82'722 EUR | 100.00% | 100.00% |