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 | 0.85% | 94.50 % | 95.30 % | 250'000 | 250'000 | 71'749 | 71'749 | 67'823 EUR | 68'397 EUR | 97.95% | 97.95% |
19.11.2024 | 1.06% | 94.50 % | 95.50 % | 250'000 | 250'000 | 73'712 | 73'712 | 69'901 EUR | 70'640 EUR | 100.00% | 100.00% |
18.11.2024 | 1.10% | 94.70 % | 95.70 % | 250'000 | 250'000 | 72'391 | 72'391 | 68'700 EUR | 69'430 EUR | 100.00% | 100.00% |
15.11.2024 | 0.85% | 94.60 % | 95.40 % | 250'000 | 250'000 | 73'884 | 73'884 | 70'092 EUR | 70'684 EUR | 100.00% | 100.00% |
14.11.2024 | 0.85% | 95.80 % | 96.60 % | 250'000 | 250'000 | 73'526 | 73'526 | 70'366 EUR | 70'956 EUR | 100.00% | 100.00% |
13.11.2024 | 1.06% | 94.60 % | 95.60 % | 250'000 | 250'000 | 73'899 | 73'899 | 69'788 EUR | 70'528 EUR | 100.00% | 100.00% |
12.11.2024 | 1.07% | 94.30 % | 95.30 % | 250'000 | 250'000 | 73'370 | 73'370 | 69'480 EUR | 70'216 EUR | 100.00% | 100.00% |
11.11.2024 | 0.87% | 95.20 % | 96.00 % | 250'000 | 250'000 | 72'943 | 72'943 | 69'958 EUR | 70'546 EUR | 100.00% | 100.00% |
08.11.2024 | 0.87% | 96.00 % | 96.80 % | 250'000 | 250'000 | 72'880 | 72'880 | 69'826 EUR | 70'413 EUR | 100.00% | 100.00% |
07.11.2024 | 1.05% | 95.70 % | 96.70 % | 250'000 | 250'000 | 73'956 | 73'956 | 70'545 EUR | 71'286 EUR | 99.76% | 99.76% |