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 | 0.82% | 84.29 % | 84.99 % | 150'000 | 150'000 | 150'000 | 150'000 | 127'722 EUR | 128'772 EUR | 100.00% | 100.00% |
19.11.2024 | 0.79% | 88.69 % | 89.39 % | 150'000 | 150'000 | 150'000 | 150'000 | 132'942 EUR | 133'992 EUR | 89.40% | 89.40% |
18.11.2024 | 0.79% | 88.67 % | 89.37 % | 150'000 | 150'000 | 150'000 | 150'000 | 133'094 EUR | 134'144 EUR | 99.66% | 99.66% |
15.11.2024 | 0.79% | 88.77 % | 89.47 % | 150'000 | 150'000 | 150'000 | 150'000 | 132'995 EUR | 134'045 EUR | 100.00% | 100.00% |
14.11.2024 | 0.80% | 88.20 % | 88.90 % | 150'000 | 150'000 | 150'000 | 150'000 | 131'134 EUR | 132'184 EUR | 100.00% | 100.00% |
13.11.2024 | 0.79% | 87.15 % | 87.85 % | 150'000 | 150'000 | 150'000 | 150'000 | 132'239 EUR | 133'289 EUR | 99.36% | 99.36% |
12.11.2024 | 0.77% | 89.14 % | 89.84 % | 150'000 | 150'000 | 150'000 | 150'000 | 136'194 EUR | 137'244 EUR | 98.72% | 98.72% |
11.11.2024 | 0.74% | 94.51 % | 95.21 % | 150'000 | 150'000 | 150'000 | 150'000 | 141'799 EUR | 142'849 EUR | 100.00% | 100.00% |
08.11.2024 | 0.74% | 93.92 % | 94.62 % | 150'000 | 150'000 | 150'000 | 150'000 | 142'218 EUR | 143'268 EUR | 99.84% | 99.84% |
07.11.2024 | 0.73% | 96.08 % | 96.78 % | 150'000 | 150'000 | 150'000 | 150'000 | 144'214 EUR | 145'264 EUR | 100.00% | 100.00% |