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 | 2.54% | 69.40 % | 71.20 % | 250'000 | 250'000 | 250'000 | 250'000 | 175'080 EUR | 179'580 EUR | 98.59% | 98.59% |
19.11.2024 | 2.53% | 70.40 % | 72.20 % | 250'000 | 250'000 | 250'000 | 250'000 | 175'470 EUR | 179'970 EUR | 100.00% | 100.00% |
18.11.2024 | 2.40% | 73.40 % | 75.20 % | 250'000 | 250'000 | 250'000 | 250'000 | 185'406 EUR | 189'906 EUR | 100.00% | 100.00% |
15.11.2024 | 2.28% | 76.30 % | 78.10 % | 250'000 | 250'000 | 250'000 | 250'000 | 195'160 EUR | 199'660 EUR | 100.00% | 100.00% |
14.11.2024 | 2.23% | 80.70 % | 82.50 % | 250'000 | 250'000 | 250'000 | 250'000 | 199'121 EUR | 203'621 EUR | 100.00% | 100.00% |
13.11.2024 | 2.26% | 76.40 % | 78.20 % | 250'000 | 250'000 | 250'000 | 250'000 | 196'806 EUR | 201'306 EUR | 100.00% | 100.00% |
12.11.2024 | 2.39% | 81.30 % | 83.30 % | 250'000 | 250'000 | 250'000 | 250'000 | 207'066 EUR | 212'066 EUR | 100.00% | 100.00% |
11.11.2024 | 2.15% | 83.00 % | 84.80 % | 250'000 | 250'000 | 250'000 | 250'000 | 207'165 EUR | 211'665 EUR | 100.00% | 100.00% |
08.11.2024 | 2.24% | 79.30 % | 81.10 % | 250'000 | 250'000 | 250'000 | 250'000 | 198'655 EUR | 203'155 EUR | 100.00% | 100.00% |
07.11.2024 | 2.17% | 81.20 % | 83.00 % | 250'000 | 250'000 | 250'000 | 250'000 | 205'000 EUR | 209'500 EUR | 99.35% | 99.35% |