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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22.11.2024 | 1.00% | 100.20 % | 101.20 % | 250'000 | 250'000 | 74'082 | 74'082 | 74'159 EUR | 74'900 EUR | 100.00% | 100.00% |
20.11.2024 | 0.80% | 99.00 % | 99.80 % | 250'000 | 250'000 | 71'866 | 71'866 | 71'207 EUR | 71'782 EUR | 97.95% | 97.95% |
19.11.2024 | 1.00% | 99.60 % | 100.60 % | 250'000 | 250'000 | 75'331 | 75'331 | 74'990 EUR | 75'743 EUR | 100.00% | 100.00% |
18.11.2024 | 0.99% | 100.30 % | 101.30 % | 500'000 | 500'000 | 103'515 | 103'515 | 103'749 EUR | 104'785 EUR | 100.00% | 100.00% |
15.11.2024 | 0.79% | 100.80 % | 101.60 % | 250'000 | 250'000 | 74'806 | 74'806 | 75'424 EUR | 76'022 EUR | 100.00% | 100.00% |
14.11.2024 | 0.80% | 100.30 % | 101.10 % | 250'000 | 250'000 | 74'074 | 74'074 | 74'229 EUR | 74'821 EUR | 100.00% | 100.00% |
13.11.2024 | 3.40% | 99.00 % | 100.00 % | 250'000 | 250'000 | 73'954 | 73'954 | 73'205 EUR | 74'555 EUR | 100.00% | 100.00% |
12.11.2024 | 2.12% | 98.90 % | 99.90 % | 250'000 | 250'000 | 76'868 | 76'868 | 76'180 EUR | 77'296 EUR | 100.00% | 100.00% |
11.11.2024 | 0.80% | 100.00 % | 100.80 % | 500'000 | 500'000 | 147'561 | 147'561 | 147'528 EUR | 148'709 EUR | 100.00% | 100.00% |
08.11.2024 | 0.80% | 100.20 % | 101.00 % | 500'000 | 500'000 | 84'251 | 84'251 | 84'399 EUR | 85'073 EUR | 100.00% | 100.00% |