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 | 1.49% | 102.70 % | 103.50 % | 500'000 | 500'000 | 143'190 | 143'190 | 147'393 EUR | 148'911 EUR | 98.59% | 98.59% |
19.11.2024 | 1.67% | 103.10 % | 104.10 % | 500'000 | 500'000 | 147'742 | 147'742 | 152'457 EUR | 154'301 EUR | 100.00% | 100.00% |
18.11.2024 | 1.66% | 103.10 % | 104.10 % | 500'000 | 500'000 | 148'315 | 148'315 | 153'399 EUR | 155'249 EUR | 100.00% | 100.00% |
15.11.2024 | 1.51% | 104.00 % | 104.80 % | 500'000 | 500'000 | 144'820 | 144'820 | 150'638 EUR | 152'142 EUR | 100.00% | 100.00% |
14.11.2024 | 1.47% | 103.90 % | 104.70 % | 500'000 | 500'000 | 148'299 | 148'299 | 154'050 EUR | 155'603 EUR | 100.00% | 100.00% |
13.11.2024 | 1.66% | 103.80 % | 104.80 % | 500'000 | 500'000 | 148'212 | 148'212 | 153'901 EUR | 155'751 EUR | 100.00% | 100.00% |
12.11.2024 | 1.74% | 103.70 % | 104.70 % | 500'000 | 500'000 | 142'479 | 142'479 | 147'877 EUR | 149'637 EUR | 100.00% | 100.00% |
11.11.2024 | 1.46% | 104.10 % | 104.90 % | 500'000 | 500'000 | 148'336 | 148'336 | 154'377 EUR | 155'930 EUR | 100.00% | 100.00% |
08.11.2024 | 1.47% | 103.70 % | 104.50 % | 500'000 | 500'000 | 148'172 | 148'172 | 153'538 EUR | 155'091 EUR | 100.00% | 100.00% |
07.11.2024 | 1.67% | 103.60 % | 104.60 % | 500'000 | 500'000 | 147'487 | 147'487 | 152'759 EUR | 154'597 EUR | 100.00% | 100.00% |