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 | 0.95% | 102.80 % | 103.80 % | 100'000 | 100'000 | 100'000 | 100'000 | 105'008 EUR | 106'008 EUR | 97.95% | 97.95% |
19.11.2024 | 0.94% | 105.60 % | 106.60 % | 100'000 | 100'000 | 100'000 | 100'000 | 105'615 EUR | 106'615 EUR | 100.00% | 100.00% |
18.11.2024 | 0.95% | 105.00 % | 106.00 % | 100'000 | 100'000 | 100'000 | 100'000 | 105'270 EUR | 106'270 EUR | 100.00% | 100.00% |
15.11.2024 | 0.94% | 105.20 % | 106.20 % | 100'000 | 100'000 | 100'000 | 100'000 | 106'009 EUR | 107'009 EUR | 100.00% | 100.00% |
14.11.2024 | 0.87% | 107.30 % | 108.30 % | 100'000 | 100'000 | 438'160 | 438'160 | 501'817 EUR | 506'200 EUR | 99.75% | 99.75% |
13.11.2024 | 0.84% | 116.80 % | 117.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 590'174 EUR | 595'174 EUR | 100.00% | 100.00% |
12.11.2024 | 0.81% | 119.10 % | 120.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 612'607 EUR | 617'607 EUR | 100.00% | 100.00% |
11.11.2024 | 0.76% | 131.10 % | 132.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 656'334 EUR | 661'334 EUR | 100.00% | 100.00% |
08.11.2024 | 0.77% | 129.40 % | 130.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 647'465 EUR | 652'465 EUR | 100.00% | 100.00% |
07.11.2024 | 0.76% | 130.70 % | 131.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 653'183 EUR | 658'183 EUR | 99.23% | 99.23% |