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 | 1.25% | 94.00 % | 95.00 % | 500'000 | 500'000 | 137'508 | 137'508 | 129'130 EUR | 130'514 EUR | 97.95% | 97.95% |
19.11.2024 | 1.07% | 93.40 % | 94.40 % | 500'000 | 500'000 | 147'442 | 147'442 | 137'672 EUR | 139'150 EUR | 100.00% | 100.00% |
18.11.2024 | 1.15% | 94.90 % | 95.90 % | 500'000 | 500'000 | 142'128 | 142'128 | 134'470 EUR | 135'915 EUR | 100.00% | 100.00% |
15.11.2024 | 1.05% | 94.90 % | 95.90 % | 500'000 | 500'000 | 147'782 | 147'782 | 140'486 EUR | 141'966 EUR | 100.00% | 100.00% |
14.11.2024 | 1.05% | 95.40 % | 96.40 % | 500'000 | 500'000 | 148'159 | 148'159 | 141'327 EUR | 142'808 EUR | 100.00% | 100.00% |
13.11.2024 | 1.06% | 94.50 % | 95.50 % | 500'000 | 500'000 | 147'938 | 147'938 | 139'455 EUR | 140'936 EUR | 100.00% | 100.00% |
12.11.2024 | 1.05% | 93.80 % | 94.80 % | 500'000 | 500'000 | 148'049 | 148'049 | 139'981 EUR | 141'462 EUR | 100.00% | 100.00% |
11.11.2024 | 1.03% | 96.40 % | 97.40 % | 500'000 | 500'000 | 148'309 | 148'309 | 142'938 EUR | 144'421 EUR | 100.00% | 100.00% |
08.11.2024 | 1.04% | 95.50 % | 96.50 % | 500'000 | 500'000 | 148'264 | 148'264 | 141'868 EUR | 143'351 EUR | 100.00% | 100.00% |
07.11.2024 | 1.02% | 98.00 % | 99.00 % | 500'000 | 500'000 | 148'515 | 148'515 | 145'579 EUR | 147'064 EUR | 99.76% | 99.76% |