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 | 2.22% | 69.90 % | 70.70 % | 250'000 | 250'000 | 71'910 | 71'910 | 49'771 EUR | 50'533 EUR | 97.94% | 97.94% |
19.11.2024 | 2.44% | 70.30 % | 71.30 % | 250'000 | 250'000 | 74'077 | 74'077 | 52'021 EUR | 52'945 EUR | 100.00% | 100.00% |
18.11.2024 | 2.52% | 70.50 % | 71.50 % | 250'000 | 250'000 | 74'165 | 74'165 | 50'541 EUR | 51'466 EUR | 100.00% | 100.00% |
15.11.2024 | 2.17% | 67.90 % | 68.70 % | 250'000 | 250'000 | 74'111 | 74'111 | 51'314 EUR | 52'090 EUR | 100.00% | 100.00% |
14.11.2024 | 2.20% | 67.50 % | 68.30 % | 250'000 | 250'000 | 73'647 | 73'647 | 50'768 EUR | 51'538 EUR | 100.00% | 100.00% |
13.11.2024 | 2.50% | 71.80 % | 72.80 % | 250'000 | 250'000 | 74'055 | 74'055 | 52'350 EUR | 53'274 EUR | 100.00% | 100.00% |
12.11.2024 | 2.48% | 65.60 % | 66.60 % | 250'000 | 250'000 | 73'164 | 73'164 | 49'457 EUR | 50'368 EUR | 100.00% | 100.00% |
11.11.2024 | 2.08% | 70.90 % | 71.70 % | 250'000 | 250'000 | 74'171 | 74'171 | 53'442 EUR | 54'219 EUR | 100.00% | 100.00% |
08.11.2024 | 2.04% | 71.90 % | 72.70 % | 250'000 | 250'000 | 73'873 | 73'873 | 54'397 EUR | 55'170 EUR | 100.00% | 100.00% |
07.11.2024 | 2.38% | 74.90 % | 75.90 % | 250'000 | 250'000 | 70'676 | 70'676 | 52'709 EUR | 53'576 EUR | 99.23% | 99.23% |