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 | 2.42% | 81.20 % | 83.20 % | 250'000 | 250'000 | 250'000 | 250'000 | 204'342 EUR | 209'342 EUR | 97.95% | 97.95% |
19.11.2024 | 2.40% | 81.70 % | 83.70 % | 250'000 | 250'000 | 257'017 | 257'017 | 208'865 EUR | 213'865 EUR | 100.00% | 100.00% |
18.11.2024 | 1.19% | 83.80 % | 84.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 416'583 EUR | 421'583 EUR | 100.00% | 100.00% |
15.11.2024 | 1.17% | 84.30 % | 85.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 426'194 EUR | 431'194 EUR | 100.00% | 100.00% |
14.11.2024 | 1.17% | 86.50 % | 87.50 % | 500'000 | 500'000 | 497'214 | 497'214 | 426'384 EUR | 431'384 EUR | 100.00% | 100.00% |
13.11.2024 | 2.24% | 82.00 % | 84.00 % | 250'000 | 250'000 | 284'292 | 284'292 | 234'023 EUR | 239'023 EUR | 100.00% | 100.00% |
12.11.2024 | 1.26% | 82.60 % | 84.60 % | 250'000 | 250'000 | 484'906 | 484'906 | 406'551 EUR | 411'551 EUR | 100.00% | 100.00% |
11.11.2024 | 1.31% | 84.90 % | 85.90 % | 500'000 | 500'000 | 472'257 | 472'257 | 398'764 EUR | 403'764 EUR | 100.00% | 100.00% |
08.11.2024 | 1.56% | 82.40 % | 84.40 % | 250'000 | 250'000 | 423'319 | 423'319 | 352'518 EUR | 357'518 EUR | 100.00% | 100.00% |
07.11.2024 | 1.17% | 85.30 % | 86.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 424'887 EUR | 429'887 EUR | 99.24% | 99.24% |