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 | 1.72% | 28.38 % | 28.88 % | 250'000 | 250'000 | 250'000 | 250'000 | 72'218 EUR | 73'468 EUR | 99.97% | 99.97% |
19.11.2024 | 1.67% | 29.61 % | 30.11 % | 250'000 | 250'000 | 250'000 | 250'000 | 74'383 EUR | 75'633 EUR | 99.80% | 99.80% |
18.11.2024 | 1.58% | 31.20 % | 31.70 % | 250'000 | 250'000 | 250'000 | 250'000 | 78'589 EUR | 79'839 EUR | 100.00% | 100.00% |
15.11.2024 | 1.57% | 31.53 % | 32.03 % | 250'000 | 250'000 | 250'000 | 250'000 | 79'001 EUR | 80'251 EUR | 99.98% | 99.98% |
14.11.2024 | 1.57% | 31.61 % | 32.11 % | 250'000 | 250'000 | 250'000 | 250'000 | 79'137 EUR | 80'387 EUR | 100.00% | 100.00% |
13.11.2024 | 1.58% | 31.22 % | 31.72 % | 250'000 | 250'000 | 250'000 | 250'000 | 78'556 EUR | 79'806 EUR | 99.66% | 99.66% |
12.11.2024 | 1.55% | 31.59 % | 32.09 % | 250'000 | 250'000 | 250'000 | 250'000 | 80'132 EUR | 81'382 EUR | 99.98% | 99.98% |
11.11.2024 | 1.50% | 33.20 % | 33.70 % | 250'000 | 250'000 | 250'000 | 250'000 | 82'516 EUR | 83'766 EUR | 100.00% | 100.00% |
08.11.2024 | 1.54% | 32.27 % | 32.77 % | 250'000 | 250'000 | 250'000 | 250'000 | 80'532 EUR | 81'782 EUR | 99.94% | 99.94% |
07.11.2024 | 1.54% | 32.98 % | 33.48 % | 250'000 | 250'000 | 250'000 | 250'000 | 80'698 EUR | 81'948 EUR | 99.95% | 99.95% |