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 | 0.95% | 82.35 % | 83.15 % | 250'000 | 200'000 | 250'000 | 228'051 | 208'971 EUR | 192'545 EUR | 99.91% | 99.91% |
19.11.2024 | 0.93% | 85.14 % | 85.94 % | 250'000 | 250'000 | 250'000 | 250'000 | 213'449 EUR | 215'449 EUR | 99.76% | 99.76% |
18.11.2024 | 0.91% | 86.94 % | 87.74 % | 250'000 | 250'000 | 250'000 | 250'000 | 218'267 EUR | 220'267 EUR | 100.00% | 100.00% |
15.11.2024 | 0.91% | 86.98 % | 87.78 % | 250'000 | 250'000 | 250'000 | 250'000 | 217'666 EUR | 219'666 EUR | 100.00% | 100.00% |
14.11.2024 | 0.93% | 86.59 % | 87.39 % | 250'000 | 250'000 | 250'000 | 250'000 | 214'481 EUR | 216'481 EUR | 100.00% | 100.00% |
13.11.2024 | 0.93% | 84.51 % | 85.31 % | 250'000 | 250'000 | 250'000 | 250'000 | 213'016 EUR | 215'016 EUR | 99.74% | 99.74% |
12.11.2024 | 0.91% | 86.25 % | 87.05 % | 250'000 | 250'000 | 250'000 | 250'000 | 219'883 EUR | 221'883 EUR | 99.99% | 99.99% |
11.11.2024 | 0.91% | 88.00 % | 88.80 % | 250'000 | 250'000 | 250'000 | 250'000 | 218'818 EUR | 220'818 EUR | 100.00% | 100.00% |
08.11.2024 | 0.91% | 87.33 % | 88.13 % | 250'000 | 250'000 | 250'000 | 250'000 | 219'021 EUR | 221'021 EUR | 99.88% | 99.88% |
07.11.2024 | 0.89% | 90.04 % | 90.84 % | 250'000 | 250'000 | 250'000 | 250'000 | 222'840 EUR | 224'840 EUR | 99.95% | 99.95% |