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 | 0.95% | 82.63 % | 83.43 % | 250'000 | 10'000 | 250'000 | 10'000 | 208'757 EUR | 8'430 EUR | 100.00% | 100.00% |
19.11.2024 | 0.95% | 83.63 % | 84.43 % | 250'000 | 10'000 | 250'000 | 10'000 | 208'815 EUR | 8'433 EUR | 99.77% | 99.77% |
18.11.2024 | 0.94% | 85.18 % | 85.98 % | 250'000 | 10'000 | 250'000 | 10'000 | 212'436 EUR | 8'577 EUR | 99.99% | 99.99% |
15.11.2024 | 0.94% | 84.57 % | 85.37 % | 250'000 | 10'000 | 250'000 | 10'000 | 211'249 EUR | 8'530 EUR | 100.00% | 100.00% |
14.11.2024 | 0.96% | 83.75 % | 84.55 % | 250'000 | 10'000 | 250'000 | 10'000 | 206'843 EUR | 8'354 EUR | 100.00% | 100.00% |
13.11.2024 | 0.98% | 80.75 % | 81.55 % | 250'000 | 10'000 | 250'000 | 10'000 | 202'710 EUR | 8'188 EUR | 99.76% | 99.76% |
12.11.2024 | 0.95% | 81.88 % | 82.68 % | 250'000 | 10'000 | 250'000 | 10'000 | 208'451 EUR | 8'418 EUR | 100.00% | 100.00% |
11.11.2024 | 0.95% | 83.84 % | 84.64 % | 250'000 | 10'000 | 250'000 | 10'000 | 208'847 EUR | 8'434 EUR | 99.94% | 99.94% |
08.11.2024 | 0.96% | 82.65 % | 83.45 % | 250'000 | 10'000 | 250'000 | 10'000 | 208'278 EUR | 8'411 EUR | 99.82% | 99.82% |
07.11.2024 | 0.94% | 85.48 % | 86.28 % | 250'000 | 10'000 | 250'000 | 10'000 | 212'377 EUR | 8'575 EUR | 99.85% | 99.85% |