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 | 1.00% | 99.77 % | 100.77 % | 250'000 | 50'000 | 250'000 | 50'000 | 249'897 EUR | 50'480 EUR | 100.00% | 100.00% |
19.11.2024 | 1.00% | 99.34 % | 100.34 % | 250'000 | 50'000 | 250'000 | 50'000 | 248'528 EUR | 50'206 EUR | 99.70% | 99.70% |
18.11.2024 | 1.01% | 99.16 % | 100.16 % | 250'000 | 50'000 | 250'000 | 50'000 | 245'729 EUR | 49'646 EUR | 100.00% | 100.00% |
15.11.2024 | 1.01% | 98.69 % | 99.69 % | 250'000 | 50'000 | 250'000 | 50'000 | 245'905 EUR | 49'681 EUR | 100.00% | 100.00% |
14.11.2024 | 1.01% | 98.35 % | 99.35 % | 250'000 | 50'000 | 250'000 | 50'000 | 245'695 EUR | 49'639 EUR | 100.00% | 100.00% |
13.11.2024 | 1.02% | 97.44 % | 98.44 % | 250'000 | 50'000 | 250'000 | 50'000 | 243'399 EUR | 49'180 EUR | 99.99% | 99.99% |
12.11.2024 | 1.02% | 96.69 % | 97.69 % | 250'000 | 50'000 | 250'000 | 50'000 | 242'999 EUR | 49'100 EUR | 100.00% | 100.00% |
11.11.2024 | 1.03% | 96.23 % | 97.23 % | 250'000 | 50'000 | 250'000 | 50'000 | 242'329 EUR | 48'966 EUR | 100.00% | 100.00% |
08.11.2024 | 1.02% | 96.70 % | 97.70 % | 250'000 | 50'000 | 250'000 | 50'000 | 242'950 EUR | 49'090 EUR | 100.00% | 100.00% |
07.11.2024 | 1.03% | 97.29 % | 98.29 % | 250'000 | 50'000 | 250'000 | 50'000 | 241'892 EUR | 48'878 EUR | 100.00% | 100.00% |