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 | 1.41% | 99.90 % | 100.70 % | 500'000 | 500'000 | 143'011 | 143'011 | 142'934 EUR | 144'389 EUR | 97.74% | 97.74% |
19.11.2024 | 1.60% | 99.90 % | 100.90 % | 500'000 | 500'000 | 146'908 | 146'908 | 146'679 EUR | 148'454 EUR | 99.67% | 99.67% |
18.11.2024 | 1.60% | 100.40 % | 101.40 % | 500'000 | 500'000 | 147'410 | 147'410 | 147'907 EUR | 149'687 EUR | 100.00% | 100.00% |
15.11.2024 | 2.67% | 100.80 % | 101.60 % | 500'000 | 500'000 | 146'956 | 146'956 | 148'247 EUR | 150'374 EUR | 100.00% | 100.00% |
14.11.2024 | 1.99% | 100.30 % | 101.10 % | 500'000 | 500'000 | 116'952 | 116'952 | 117'370 EUR | 118'819 EUR | 92.57% | 92.57% |
13.11.2024 | 2.09% | 99.40 % | 101.50 % | 50'000 | 50'000 | 50'000 | 50'000 | 49'740 EUR | 50'790 EUR | 37.94% | 37.94% |
12.11.2024 | 1.02% | 99.60 % | 100.60 % | 500'000 | 500'000 | 147'998 | 147'998 | 147'433 EUR | 148'922 EUR | 100.00% | 100.00% |
11.11.2024 | 0.79% | 100.40 % | 101.20 % | 500'000 | 500'000 | 148'320 | 148'320 | 148'849 EUR | 150'035 EUR | 100.00% | 100.00% |
08.11.2024 | 0.79% | 100.60 % | 101.40 % | 500'000 | 500'000 | 148'156 | 148'156 | 149'046 EUR | 150'231 EUR | 100.00% | 100.00% |
07.11.2024 | 0.99% | 101.00 % | 102.00 % | 500'000 | 500'000 | 148'855 | 148'855 | 150'240 EUR | 151'728 EUR | 99.23% | 99.23% |