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 | 3.50% | 71.30 % | 73.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 358'729 EUR | 371'507 EUR | 100.00% | 100.00% |
19.11.2024 | 3.53% | 71.70 % | 74.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 357'972 EUR | 370'816 EUR | 100.00% | 100.00% |
18.11.2024 | 3.22% | 73.70 % | 76.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 371'392 EUR | 383'557 EUR | 100.00% | 100.00% |
15.11.2024 | 2.96% | 75.80 % | 78.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 384'955 EUR | 396'525 EUR | 100.00% | 100.00% |
14.11.2024 | 2.78% | 79.00 % | 81.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 392'055 EUR | 403'111 EUR | 99.10% | 99.10% |
13.11.2024 | 2.86% | 76.40 % | 78.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 389'670 EUR | 400'987 EUR | 100.00% | 100.00% |
12.11.2024 | 2.44% | 80.20 % | 82.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 405'995 EUR | 416'019 EUR | 100.00% | 100.00% |
11.11.2024 | 2.62% | 79.80 % | 81.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 399'231 EUR | 409'820 EUR | 100.00% | 100.00% |
08.11.2024 | 2.87% | 77.60 % | 79.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 388'685 EUR | 399'996 EUR | 100.00% | 100.00% |
07.11.2024 | 2.62% | 78.90 % | 81.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 396'263 EUR | 406'767 EUR | 100.00% | 100.00% |