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 | 1.55% | 103.70 % | 104.70 % | 500'000 | 500'000 | 143'695 | 143'695 | 149'027 EUR | 150'774 EUR | 97.95% | 97.95% |
19.11.2024 | 1.55% | 103.20 % | 104.20 % | 500'000 | 500'000 | 147'732 | 147'732 | 152'370 EUR | 154'153 EUR | 100.00% | 100.00% |
18.11.2024 | 1.37% | 103.20 % | 104.00 % | 500'000 | 500'000 | 147'388 | 147'388 | 151'962 EUR | 153'446 EUR | 100.00% | 100.00% |
15.11.2024 | 2.63% | 102.50 % | 103.30 % | 500'000 | 500'000 | 146'961 | 146'961 | 150'809 EUR | 152'936 EUR | 100.00% | 100.00% |
14.11.2024 | 2.08% | 102.10 % | 103.10 % | 500'000 | 500'000 | 140'931 | 140'931 | 143'756 EUR | 145'654 EUR | 98.48% | 98.48% |
13.11.2024 | 2.04% | 101.50 % | 103.60 % | 50'000 | 50'000 | 50'000 | 50'000 | 50'809 EUR | 51'858 EUR | 37.94% | 37.94% |
12.11.2024 | 0.81% | 101.20 % | 102.00 % | 500'000 | 500'000 | 148'057 | 148'057 | 150'052 EUR | 151'246 EUR | 100.00% | 100.00% |
11.11.2024 | 0.78% | 101.90 % | 102.70 % | 500'000 | 500'000 | 148'327 | 148'327 | 151'229 EUR | 152'416 EUR | 100.00% | 100.00% |
08.11.2024 | 0.97% | 101.80 % | 102.80 % | 500'000 | 500'000 | 148'178 | 148'178 | 151'001 EUR | 152'483 EUR | 100.00% | 100.00% |
07.11.2024 | 0.97% | 102.50 % | 103.50 % | 500'000 | 500'000 | 147'341 | 147'341 | 151'000 EUR | 152'474 EUR | 98.81% | 98.81% |