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 | 2.61% | 75.50 % | 77.50 % | 250'000 | 250'000 | 71'443 | 71'443 | 54'022 EUR | 55'451 EUR | 98.58% | 98.58% |
19.11.2024 | 2.61% | 76.70 % | 78.70 % | 250'000 | 250'000 | 74'093 | 74'093 | 56'187 EUR | 57'669 EUR | 100.00% | 100.00% |
18.11.2024 | 2.49% | 79.50 % | 81.50 % | 250'000 | 250'000 | 74'082 | 74'082 | 58'841 EUR | 60'322 EUR | 100.00% | 100.00% |
15.11.2024 | 2.48% | 79.50 % | 81.50 % | 250'000 | 250'000 | 73'676 | 73'676 | 58'951 EUR | 60'426 EUR | 100.00% | 100.00% |
14.11.2024 | 2.48% | 80.80 % | 82.80 % | 250'000 | 250'000 | 73'787 | 73'787 | 59'355 EUR | 60'832 EUR | 100.00% | 100.00% |
13.11.2024 | 2.54% | 77.50 % | 79.50 % | 250'000 | 250'000 | 74'068 | 74'068 | 57'315 EUR | 58'796 EUR | 100.00% | 100.00% |
12.11.2024 | 2.50% | 78.00 % | 80.00 % | 250'000 | 250'000 | 74'104 | 74'104 | 58'250 EUR | 59'732 EUR | 100.00% | 100.00% |
11.11.2024 | 2.48% | 80.60 % | 82.60 % | 250'000 | 250'000 | 74'099 | 74'099 | 59'399 EUR | 60'881 EUR | 100.00% | 100.00% |
08.11.2024 | 2.49% | 78.50 % | 80.50 % | 250'000 | 250'000 | 74'080 | 74'080 | 58'177 EUR | 59'659 EUR | 100.00% | 100.00% |
07.11.2024 | 1.19% | 83.90 % | 84.90 % | 500'000 | 500'000 | 149'386 | 149'386 | 125'127 EUR | 126'622 EUR | 98.58% | 98.58% |