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 |
---|---|---|---|---|---|---|---|---|---|---|---|
03.12.2024 | 0.93% | 75.12 % | 75.82 % | 200'000 | 200'000 | 200'000 | 200'000 | 149'670 EUR | 151'070 EUR | 100.00% | 100.00% |
02.12.2024 | 0.96% | 73.51 % | 74.21 % | 200'000 | 200'000 | 200'000 | 200'000 | 144'974 EUR | 146'374 EUR | 100.00% | 100.00% |
29.11.2024 | 0.97% | 73.48 % | 74.18 % | 200'000 | 200'000 | 200'000 | 200'000 | 143'608 EUR | 145'008 EUR | 100.00% | 100.00% |
28.11.2024 | 0.96% | 71.40 % | 72.10 % | 200'000 | 200'000 | 200'000 | 200'000 | 144'591 EUR | 145'991 EUR | 100.00% | 100.00% |
27.11.2024 | 0.99% | 69.98 % | 70.68 % | 200'000 | 200'000 | 200'000 | 200'000 | 140'932 EUR | 142'332 EUR | 99.74% | 99.74% |
26.11.2024 | 0.97% | 71.17 % | 71.87 % | 200'000 | 200'000 | 200'000 | 200'000 | 143'334 EUR | 144'734 EUR | 100.00% | 100.00% |
25.11.2024 | 0.96% | 72.63 % | 73.33 % | 200'000 | 200'000 | 200'000 | 200'000 | 145'203 EUR | 146'603 EUR | 100.00% | 100.00% |
22.11.2024 | 0.98% | 71.57 % | 72.27 % | 200'000 | 200'000 | 200'000 | 200'000 | 142'649 EUR | 144'049 EUR | 100.00% | 100.00% |
20.11.2024 | 1.00% | 68.89 % | 69.59 % | 200'000 | 200'000 | 200'000 | 200'000 | 139'406 EUR | 140'806 EUR | 100.00% | 100.00% |
19.11.2024 | 1.00% | 69.53 % | 70.23 % | 200'000 | 200'000 | 200'000 | 200'000 | 139'550 EUR | 140'950 EUR | 89.36% | 89.36% |