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% | 65.41 % | 65.90 % | 225'000 | 225'000 | 225'002 | 222'472 | 148'722 EUR | 148'151 EUR | 99.96% | 99.96% |
19.11.2024 | 0.75% | 64.24 % | 64.73 % | 230'000 | 230'000 | 229'365 | 229'234 | 147'986 EUR | 149'019 EUR | 99.95% | 99.95% |
18.11.2024 | 0.75% | 66.56 % | 67.06 % | 225'000 | 220'000 | 221'657 | 219'977 | 148'066 EUR | 148'055 EUR | 99.97% | 99.97% |
15.11.2024 | 0.75% | 67.40 % | 67.91 % | 220'000 | 220'000 | 220'251 | 219'917 | 148'178 EUR | 149'074 EUR | 99.93% | 99.93% |
14.11.2024 | 0.75% | 66.74 % | 67.24 % | 220'000 | 220'000 | 225'512 | 224'492 | 148'024 EUR | 148'464 EUR | 99.89% | 99.89% |
13.11.2024 | 0.75% | 63.82 % | 64.30 % | 235'000 | 230'000 | 232'908 | 230'233 | 148'515 EUR | 147'917 EUR | 99.93% | 99.93% |
12.11.2024 | 0.75% | 62.29 % | 62.76 % | 240'000 | 235'000 | 233'015 | 231'466 | 148'329 EUR | 148'450 EUR | 99.95% | 99.95% |
11.11.2024 | 0.75% | 67.76 % | 68.27 % | 220'000 | 215'000 | 221'379 | 219'115 | 148'771 EUR | 148'361 EUR | 99.94% | 99.94% |
08.11.2024 | 0.75% | 66.24 % | 66.74 % | 225'000 | 220'000 | 220'505 | 218'397 | 148'628 EUR | 148'322 EUR | 99.94% | 99.94% |
07.11.2024 | 0.75% | 73.62 % | 74.17 % | 200'000 | 200'000 | 201'513 | 201'310 | 147'698 EUR | 148'655 EUR | 99.99% | 99.99% |