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 | 0.74% | 97.82 % | 98.55 % | 200'000 | 200'000 | 200'000 | 200'000 | 196'165 EUR | 197'630 EUR | 100.00% | 100.00% |
19.11.2024 | 0.74% | 97.84 % | 98.57 % | 200'000 | 200'000 | 200'064 | 200'000 | 195'872 EUR | 197'269 EUR | 100.00% | 100.00% |
18.11.2024 | 0.74% | 98.23 % | 98.96 % | 200'000 | 200'000 | 200'000 | 200'000 | 196'406 EUR | 197'874 EUR | 100.00% | 100.00% |
15.11.2024 | 0.75% | 98.20 % | 98.93 % | 200'000 | 200'000 | 200'000 | 200'000 | 196'580 EUR | 198'061 EUR | 100.00% | 100.00% |
14.11.2024 | 0.74% | 98.18 % | 98.91 % | 200'000 | 200'000 | 200'825 | 200'000 | 196'513 EUR | 197'170 EUR | 99.97% | 99.97% |
13.11.2024 | 0.75% | 97.36 % | 98.09 % | 205'000 | 200'000 | 203'576 | 200'000 | 198'398 EUR | 196'375 EUR | 99.96% | 99.96% |
12.11.2024 | 0.74% | 97.09 % | 97.82 % | 205'000 | 200'000 | 200'317 | 200'000 | 196'480 EUR | 197'638 EUR | 99.96% | 99.96% |
11.11.2024 | 0.76% | 98.75 % | 99.50 % | 200'000 | 200'000 | 200'000 | 200'000 | 197'452 EUR | 198'952 EUR | 99.98% | 99.98% |
08.11.2024 | 0.76% | 98.37 % | 99.12 % | 200'000 | 200'000 | 200'000 | 200'000 | 196'909 EUR | 198'408 EUR | 100.00% | 100.00% |
07.11.2024 | 0.75% | 99.23 % | 99.98 % | 200'000 | 200'000 | 200'000 | 198'560 | 198'267 EUR | 198'325 EUR | 100.00% | 100.00% |