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 | 0.72% | 96.08 % | 96.78 % | 250'000 | 250'000 | 250'000 | 250'000 | 241'798 EUR | 243'548 EUR | 100.00% | 100.00% |
19.11.2024 | 0.72% | 96.48 % | 97.18 % | 250'000 | 250'000 | 250'000 | 250'000 | 241'012 EUR | 242'762 EUR | 89.38% | 89.38% |
18.11.2024 | 0.72% | 96.97 % | 97.67 % | 250'000 | 250'000 | 250'000 | 250'000 | 241'469 EUR | 243'219 EUR | 99.67% | 99.67% |
15.11.2024 | 0.71% | 97.51 % | 98.21 % | 250'000 | 250'000 | 250'000 | 250'000 | 245'027 EUR | 246'777 EUR | 100.00% | 100.00% |
14.11.2024 | 0.71% | 98.82 % | 99.52 % | 250'000 | 250'000 | 250'000 | 250'000 | 246'645 EUR | 248'395 EUR | 100.00% | 100.00% |
13.11.2024 | 0.72% | 97.46 % | 98.16 % | 250'000 | 250'000 | 250'000 | 250'000 | 243'249 EUR | 244'999 EUR | 100.00% | 100.00% |
12.11.2024 | 0.71% | 97.68 % | 98.38 % | 250'000 | 250'000 | 250'000 | 250'000 | 245'365 EUR | 247'115 EUR | 98.72% | 98.72% |
11.11.2024 | 0.71% | 98.22 % | 98.92 % | 250'000 | 250'000 | 250'000 | 250'000 | 245'577 EUR | 247'327 EUR | 100.00% | 100.00% |
08.11.2024 | 0.71% | 97.35 % | 98.05 % | 250'000 | 250'000 | 250'000 | 250'000 | 244'713 EUR | 246'463 EUR | 99.84% | 99.84% |
07.11.2024 | 0.71% | 98.25 % | 98.95 % | 250'000 | 250'000 | 250'000 | 250'000 | 243'925 EUR | 245'675 EUR | 100.00% | 100.00% |