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 | 2.24% | 88.10 % | 90.10 % | 250'000 | 250'000 | 248'818 | 248'818 | 220'406 EUR | 225'384 EUR | 97.95% | 97.95% |
19.11.2024 | 2.24% | 89.00 % | 91.00 % | 250'000 | 250'000 | 249'830 | 249'830 | 220'240 EUR | 225'237 EUR | 100.00% | 100.00% |
18.11.2024 | 2.17% | 91.30 % | 93.30 % | 250'000 | 250'000 | 249'796 | 249'796 | 227'819 EUR | 232'815 EUR | 100.00% | 100.00% |
15.11.2024 | 2.17% | 91.00 % | 93.00 % | 250'000 | 250'000 | 245'472 | 245'472 | 224'920 EUR | 229'846 EUR | 100.00% | 100.00% |
14.11.2024 | 2.17% | 92.70 % | 94.70 % | 250'000 | 250'000 | 246'536 | 246'536 | 226'381 EUR | 231'324 EUR | 100.00% | 100.00% |
13.11.2024 | 2.23% | 88.90 % | 90.90 % | 250'000 | 250'000 | 249'838 | 249'838 | 222'008 EUR | 227'005 EUR | 100.00% | 100.00% |
12.11.2024 | 2.19% | 89.40 % | 91.40 % | 250'000 | 250'000 | 250'000 | 250'000 | 225'595 EUR | 230'595 EUR | 100.00% | 100.00% |
11.11.2024 | 2.18% | 91.70 % | 93.70 % | 250'000 | 250'000 | 249'378 | 249'378 | 226'696 EUR | 231'686 EUR | 100.00% | 100.00% |
08.11.2024 | 2.19% | 89.70 % | 91.70 % | 250'000 | 250'000 | 250'000 | 250'000 | 225'593 EUR | 230'593 EUR | 100.00% | 100.00% |
07.11.2024 | 1.80% | 93.60 % | 95.60 % | 250'000 | 250'000 | 325'491 | 325'491 | 304'386 EUR | 309'375 EUR | 98.58% | 98.58% |