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 | 1.23% | 55.86 % | 56.56 % | 250'000 | 250'000 | 250'000 | 250'000 | 140'927 EUR | 142'677 EUR | 100.00% | 100.00% |
19.11.2024 | 1.26% | 55.04 % | 55.74 % | 250'000 | 250'000 | 250'000 | 250'000 | 137'953 EUR | 139'703 EUR | 89.40% | 89.40% |
18.11.2024 | 1.22% | 56.63 % | 57.33 % | 250'000 | 250'000 | 250'000 | 250'000 | 142'215 EUR | 143'965 EUR | 99.67% | 99.67% |
15.11.2024 | 1.21% | 57.44 % | 58.14 % | 250'000 | 250'000 | 250'000 | 250'000 | 143'454 EUR | 145'204 EUR | 100.00% | 100.00% |
14.11.2024 | 1.24% | 57.06 % | 57.76 % | 250'000 | 250'000 | 250'000 | 250'000 | 140'420 EUR | 142'170 EUR | 100.00% | 100.00% |
13.11.2024 | 1.27% | 54.72 % | 55.42 % | 250'000 | 250'000 | 250'000 | 250'000 | 136'806 EUR | 138'556 EUR | 100.00% | 100.00% |
12.11.2024 | 1.27% | 53.74 % | 54.44 % | 250'000 | 250'000 | 250'000 | 250'000 | 136'981 EUR | 138'731 EUR | 98.73% | 98.73% |
11.11.2024 | 1.21% | 57.97 % | 58.67 % | 250'000 | 250'000 | 250'000 | 250'000 | 144'108 EUR | 145'858 EUR | 99.94% | 99.94% |
08.11.2024 | 1.20% | 57.28 % | 57.98 % | 250'000 | 250'000 | 250'000 | 250'000 | 145'449 EUR | 147'199 EUR | 99.84% | 99.84% |
07.11.2024 | 1.11% | 63.49 % | 64.19 % | 250'000 | 250'000 | 250'000 | 250'000 | 157'261 EUR | 159'011 EUR | 100.00% | 100.00% |