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 | 0.78% | 103.50 % | 104.30 % | 500'000 | 500'000 | 143'635 | 143'635 | 148'662 EUR | 149'812 EUR | 97.94% | 97.94% |
19.11.2024 | 0.96% | 103.40 % | 104.40 % | 500'000 | 500'000 | 148'002 | 148'002 | 153'034 EUR | 154'514 EUR | 99.79% | 99.79% |
18.11.2024 | 0.97% | 103.40 % | 104.40 % | 500'000 | 500'000 | 148'674 | 148'674 | 153'729 EUR | 155'216 EUR | 98.49% | 98.49% |
15.11.2024 | 0.77% | 103.50 % | 104.30 % | 500'000 | 500'000 | 140'176 | 140'176 | 145'067 EUR | 146'189 EUR | 97.80% | 97.80% |
14.11.2024 | 0.77% | 103.40 % | 104.20 % | 500'000 | 500'000 | 147'955 | 147'955 | 152'986 EUR | 154'170 EUR | 100.00% | 100.00% |
13.11.2024 | 0.97% | 103.20 % | 104.20 % | 500'000 | 500'000 | 148'084 | 148'084 | 152'923 EUR | 154'404 EUR | 100.00% | 100.00% |
12.11.2024 | 1.01% | 103.20 % | 104.20 % | 500'000 | 500'000 | 145'456 | 145'456 | 150'115 EUR | 151'582 EUR | 100.00% | 100.00% |
11.11.2024 | 0.77% | 103.40 % | 104.20 % | 500'000 | 500'000 | 149'178 | 149'178 | 154'249 EUR | 155'443 EUR | 98.20% | 98.20% |
08.11.2024 | 0.79% | 103.40 % | 104.20 % | 500'000 | 500'000 | 146'958 | 146'958 | 151'887 EUR | 153'068 EUR | 100.00% | 100.00% |
07.11.2024 | 0.97% | 103.20 % | 104.20 % | 500'000 | 500'000 | 148'923 | 148'923 | 153'668 EUR | 155'157 EUR | 99.23% | 99.23% |