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 | 0.83% | 102.60 % | 103.40 % | 500'000 | 500'000 | 141'716 | 141'716 | 145'472 EUR | 146'608 EUR | 97.94% | 97.94% |
19.11.2024 | 0.99% | 101.80 % | 102.80 % | 500'000 | 500'000 | 147'710 | 147'710 | 150'300 EUR | 151'780 EUR | 100.00% | 100.00% |
18.11.2024 | 0.98% | 102.50 % | 103.50 % | 500'000 | 500'000 | 147'899 | 147'899 | 151'559 EUR | 153'040 EUR | 100.00% | 100.00% |
15.11.2024 | 0.79% | 102.20 % | 103.00 % | 500'000 | 500'000 | 147'575 | 147'575 | 150'884 EUR | 152'068 EUR | 100.00% | 100.00% |
14.11.2024 | 0.78% | 102.40 % | 103.20 % | 500'000 | 500'000 | 148'055 | 148'055 | 151'392 EUR | 152'577 EUR | 100.00% | 100.00% |
13.11.2024 | 0.97% | 102.60 % | 103.60 % | 500'000 | 500'000 | 148'112 | 148'112 | 152'091 EUR | 153'572 EUR | 100.00% | 100.00% |
12.11.2024 | 0.97% | 102.30 % | 103.30 % | 500'000 | 500'000 | 148'330 | 148'330 | 151'738 EUR | 153'221 EUR | 100.00% | 100.00% |
11.11.2024 | 0.78% | 102.50 % | 103.30 % | 500'000 | 500'000 | 147'739 | 147'739 | 151'563 EUR | 152'748 EUR | 100.00% | 100.00% |
08.11.2024 | 0.78% | 101.80 % | 102.60 % | 500'000 | 500'000 | 148'130 | 148'130 | 150'898 EUR | 152'083 EUR | 100.00% | 100.00% |
07.11.2024 | 0.98% | 102.20 % | 103.20 % | 500'000 | 500'000 | 148'818 | 148'818 | 151'991 EUR | 153'481 EUR | 99.23% | 99.23% |