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 | 0.80% | 98.90 % | 99.70 % | 250'000 | 250'000 | 71'838 | 71'838 | 71'214 EUR | 71'789 EUR | 97.95% | 97.95% |
19.11.2024 | 1.01% | 98.90 % | 99.90 % | 250'000 | 250'000 | 73'830 | 73'830 | 72'980 EUR | 73'719 EUR | 100.00% | 100.00% |
18.11.2024 | 1.00% | 99.10 % | 100.10 % | 250'000 | 250'000 | 74'126 | 74'126 | 73'477 EUR | 74'218 EUR | 100.00% | 100.00% |
15.11.2024 | 0.84% | 99.60 % | 100.40 % | 250'000 | 250'000 | 72'318 | 72'318 | 72'096 EUR | 72'683 EUR | 100.00% | 100.00% |
14.11.2024 | 0.80% | 99.50 % | 100.30 % | 250'000 | 250'000 | 74'147 | 74'147 | 73'714 EUR | 74'307 EUR | 100.00% | 100.00% |
13.11.2024 | 1.01% | 99.00 % | 100.00 % | 250'000 | 250'000 | 74'115 | 74'115 | 73'327 EUR | 74'068 EUR | 100.00% | 100.00% |
12.11.2024 | 1.00% | 98.80 % | 99.80 % | 250'000 | 250'000 | 74'153 | 74'153 | 73'561 EUR | 74'302 EUR | 100.00% | 100.00% |
11.11.2024 | 0.80% | 99.50 % | 100.30 % | 250'000 | 250'000 | 74'160 | 74'160 | 73'871 EUR | 74'464 EUR | 100.00% | 100.00% |
08.11.2024 | 0.80% | 99.00 % | 99.80 % | 250'000 | 250'000 | 74'080 | 74'080 | 73'343 EUR | 73'936 EUR | 100.00% | 100.00% |
07.11.2024 | 1.01% | 100.00 % | 101.00 % | 250'000 | 250'000 | 74'088 | 74'088 | 73'997 EUR | 74'739 EUR | 99.23% | 99.23% |