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 | 0.84% | 94.40 % | 95.20 % | 500'000 | 500'000 | 143'767 | 143'767 | 136'207 EUR | 137'357 EUR | 97.94% | 97.94% |
19.11.2024 | 1.05% | 94.50 % | 95.50 % | 500'000 | 500'000 | 148'005 | 148'005 | 140'042 EUR | 141'524 EUR | 99.74% | 99.74% |
18.11.2024 | 1.04% | 95.00 % | 96.00 % | 500'000 | 500'000 | 148'243 | 148'243 | 141'158 EUR | 142'640 EUR | 100.00% | 100.00% |
15.11.2024 | 0.88% | 95.40 % | 96.20 % | 500'000 | 500'000 | 144'866 | 144'866 | 138'336 EUR | 139'510 EUR | 100.00% | 100.00% |
14.11.2024 | 0.81% | 97.80 % | 98.60 % | 500'000 | 500'000 | 148'201 | 148'201 | 145'026 EUR | 146'211 EUR | 100.00% | 100.00% |
13.11.2024 | 1.02% | 97.90 % | 98.90 % | 500'000 | 500'000 | 148'189 | 148'189 | 145'147 EUR | 146'628 EUR | 100.00% | 100.00% |
12.11.2024 | - | 96.40 % | - % | 500'000 | 0 | 0 | 0 | 0 EUR | 0 EUR | 0.00% | 100.00% |
11.11.2024 | - | 97.10 % | - % | 500'000 | 0 | 0 | 0 | 0 EUR | 0 EUR | 0.00% | 100.00% |
08.11.2024 | - | 95.50 % | - % | 500'000 | 0 | 0 | 0 | 0 EUR | 0 EUR | 0.00% | 100.00% |
07.11.2024 | - | 95.20 % | - % | 500'000 | 0 | 0 | 0 | 0 EUR | 0 EUR | 0.00% | 99.23% |