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 | 0.75% | 100.01 % | 100.76 % | 199'000 | 198'000 | 199'111 | 197'703 | 199'440 EUR | 199'512 EUR | 99.99% | 99.99% |
19.11.2024 | 0.75% | 100.43 % | 101.18 % | 199'000 | 197'000 | 199'041 | 197'777 | 199'496 EUR | 199'712 EUR | 99.91% | 99.91% |
18.11.2024 | 0.75% | 100.27 % | 101.02 % | 199'000 | 197'000 | 199'249 | 198'061 | 199'481 EUR | 199'778 EUR | 99.99% | 99.99% |
15.11.2024 | 0.75% | 99.62 % | 100.37 % | 200'000 | 199'000 | 199'609 | 198'440 | 199'341 EUR | 199'662 EUR | 100.00% | 100.00% |
14.11.2024 | 0.75% | 99.21 % | 99.96 % | 201'000 | 200'000 | 201'262 | 199'792 | 199'448 EUR | 199'490 EUR | 99.99% | 99.99% |
13.11.2024 | 0.75% | 99.56 % | 100.31 % | 200'000 | 199'000 | 200'595 | 199'160 | 199'462 EUR | 199'529 EUR | 99.98% | 99.98% |
12.11.2024 | 0.75% | 98.29 % | 99.03 % | 203'000 | 201'000 | 201'391 | 200'111 | 199'382 EUR | 199'615 EUR | 99.98% | 99.98% |
11.11.2024 | 0.75% | 100.38 % | 101.13 % | 199'000 | 197'000 | 199'000 | 197'647 | 199'494 EUR | 199'620 EUR | 99.99% | 99.99% |
08.11.2024 | 0.75% | 100.03 % | 100.78 % | 199'000 | 198'000 | 199'935 | 198'158 | 199'654 EUR | 199'365 EUR | 99.95% | 99.95% |
07.11.2024 | 0.75% | 99.69 % | 100.44 % | 200'000 | 199'000 | 200'054 | 198'549 | 199'497 EUR | 199'485 EUR | 99.98% | 99.98% |