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 | 1.01% | 99.40 % | 100.40 % | 500'000 | 500'000 | 142'937 | 142'937 | 141'763 EUR | 143'192 EUR | 98.58% | 98.58% |
19.11.2024 | 1.01% | 98.20 % | 99.20 % | 500'000 | 500'000 | 148'367 | 148'367 | 145'255 EUR | 146'738 EUR | 99.82% | 99.82% |
18.11.2024 | 1.00% | 99.70 % | 100.70 % | 500'000 | 500'000 | 148'280 | 148'280 | 147'368 EUR | 148'851 EUR | 100.00% | 100.00% |
15.11.2024 | 1.01% | 99.20 % | 100.20 % | 500'000 | 500'000 | 147'388 | 147'388 | 146'539 EUR | 148'016 EUR | 100.00% | 100.00% |
14.11.2024 | 1.01% | 99.90 % | 100.90 % | 500'000 | 500'000 | 147'626 | 147'626 | 147'245 EUR | 148'724 EUR | 100.00% | 100.00% |
13.11.2024 | 1.00% | 98.40 % | 99.40 % | 500'000 | 500'000 | 148'178 | 148'178 | 146'134 EUR | 147'616 EUR | 100.00% | 100.00% |
12.11.2024 | 0.99% | 99.60 % | 100.60 % | 500'000 | 500'000 | 148'209 | 148'209 | 148'359 EUR | 149'841 EUR | 100.00% | 100.00% |
11.11.2024 | 0.99% | 101.50 % | 102.50 % | 500'000 | 500'000 | 148'202 | 148'202 | 150'084 EUR | 151'566 EUR | 100.00% | 100.00% |
08.11.2024 | 0.99% | 100.60 % | 101.60 % | 500'000 | 500'000 | 148'160 | 148'160 | 149'411 EUR | 150'892 EUR | 100.00% | 100.00% |
07.11.2024 | 0.98% | 101.60 % | 102.60 % | 500'000 | 500'000 | 149'369 | 149'369 | 151'553 EUR | 153'047 EUR | 98.58% | 98.58% |