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 | 1.29% | 53.49 % | 54.19 % | 150'000 | 150'000 | 150'000 | 150'000 | 80'616 EUR | 81'666 EUR | 100.00% | 100.00% |
19.11.2024 | 1.30% | 54.02 % | 54.72 % | 150'000 | 150'000 | 150'000 | 150'000 | 80'096 EUR | 81'146 EUR | 89.36% | 89.36% |
18.11.2024 | 1.26% | 55.34 % | 56.04 % | 150'000 | 150'000 | 150'000 | 150'000 | 82'907 EUR | 83'957 EUR | 99.68% | 99.68% |
15.11.2024 | 1.25% | 55.38 % | 56.08 % | 150'000 | 150'000 | 150'000 | 150'000 | 83'414 EUR | 84'464 EUR | 100.00% | 100.00% |
14.11.2024 | 1.26% | 55.87 % | 56.57 % | 150'000 | 150'000 | 150'000 | 150'000 | 83'116 EUR | 84'166 EUR | 100.00% | 100.00% |
13.11.2024 | 1.28% | 54.11 % | 54.81 % | 150'000 | 150'000 | 150'000 | 150'000 | 81'352 EUR | 82'402 EUR | 100.00% | 100.00% |
12.11.2024 | 1.26% | 54.52 % | 55.22 % | 150'000 | 150'000 | 150'000 | 150'000 | 82'488 EUR | 83'538 EUR | 98.74% | 98.74% |
11.11.2024 | 1.26% | 55.83 % | 56.53 % | 150'000 | 150'000 | 150'000 | 150'000 | 82'920 EUR | 83'970 EUR | 100.00% | 100.00% |
08.11.2024 | 1.27% | 54.50 % | 55.20 % | 150'000 | 150'000 | 150'000 | 150'000 | 82'258 EUR | 83'308 EUR | 99.84% | 99.84% |
07.11.2024 | 1.22% | 57.04 % | 57.74 % | 150'000 | 150'000 | 150'000 | 150'000 | 85'548 EUR | 86'598 EUR | 100.00% | 100.00% |