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 | 1.25% | 55.00 % | 55.70 % | 150'000 | 150'000 | 150'000 | 150'000 | 83'220 EUR | 84'270 EUR | 100.00% | 100.00% |
19.11.2024 | 1.28% | 54.08 % | 54.78 % | 150'000 | 150'000 | 150'000 | 150'000 | 81'260 EUR | 82'310 EUR | 89.38% | 89.38% |
18.11.2024 | 1.25% | 55.60 % | 56.30 % | 150'000 | 150'000 | 150'000 | 150'000 | 83'644 EUR | 84'694 EUR | 99.67% | 99.67% |
15.11.2024 | 1.24% | 56.09 % | 56.79 % | 150'000 | 150'000 | 150'000 | 150'000 | 84'053 EUR | 85'103 EUR | 100.00% | 100.00% |
14.11.2024 | 1.27% | 55.72 % | 56.42 % | 150'000 | 150'000 | 150'000 | 150'000 | 82'391 EUR | 83'441 EUR | 100.00% | 100.00% |
13.11.2024 | 1.30% | 53.67 % | 54.37 % | 150'000 | 150'000 | 150'000 | 150'000 | 80'369 EUR | 81'419 EUR | 100.00% | 100.00% |
12.11.2024 | 1.30% | 52.64 % | 53.34 % | 150'000 | 150'000 | 150'000 | 150'000 | 80'519 EUR | 81'569 EUR | 98.72% | 98.72% |
11.11.2024 | 1.23% | 56.56 % | 57.26 % | 150'000 | 150'000 | 150'000 | 150'000 | 84'578 EUR | 85'628 EUR | 100.00% | 100.00% |
08.11.2024 | 1.23% | 56.02 % | 56.72 % | 150'000 | 150'000 | 150'000 | 150'000 | 84'999 EUR | 86'049 EUR | 99.83% | 99.83% |
07.11.2024 | 1.17% | 59.95 % | 60.65 % | 150'000 | 150'000 | 150'000 | 150'000 | 89'477 EUR | 90'527 EUR | 100.00% | 100.00% |