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 | 0.83% | 83.56 % | 84.26 % | 150'000 | 150'000 | 150'000 | 150'000 | 126'125 EUR | 127'175 EUR | 100.00% | 100.00% |
19.11.2024 | 0.83% | 83.99 % | 84.69 % | 150'000 | 150'000 | 150'000 | 150'000 | 125'306 EUR | 126'356 EUR | 89.36% | 89.36% |
18.11.2024 | 0.82% | 84.73 % | 85.43 % | 150'000 | 150'000 | 150'000 | 149'996 | 127'150 EUR | 128'196 EUR | 99.67% | 99.67% |
15.11.2024 | 0.81% | 85.37 % | 86.07 % | 150'000 | 150'000 | 150'000 | 150'000 | 128'520 EUR | 129'570 EUR | 100.00% | 100.00% |
14.11.2024 | 0.81% | 86.32 % | 87.02 % | 150'000 | 150'000 | 150'000 | 150'000 | 129'333 EUR | 130'383 EUR | 100.00% | 100.00% |
13.11.2024 | 0.81% | 85.54 % | 86.24 % | 150'000 | 150'000 | 150'000 | 150'000 | 128'791 EUR | 129'841 EUR | 100.00% | 100.00% |
12.11.2024 | 0.80% | 86.00 % | 86.70 % | 150'000 | 150'000 | 150'000 | 150'000 | 130'290 EUR | 131'340 EUR | 98.74% | 98.74% |
11.11.2024 | 0.79% | 88.14 % | 88.84 % | 150'000 | 150'000 | 150'000 | 149'997 | 132'362 EUR | 133'409 EUR | 100.00% | 100.00% |
08.11.2024 | 0.79% | 87.66 % | 88.36 % | 150'000 | 150'000 | 150'000 | 150'000 | 132'018 EUR | 133'068 EUR | 99.83% | 99.83% |
07.11.2024 | 0.78% | 89.26 % | 89.96 % | 150'000 | 150'000 | 150'000 | 150'000 | 133'550 EUR | 134'600 EUR | 100.00% | 100.00% |