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% | 70.85 % | 71.38 % | 155'000 | 154'000 | 154'197 | 152'992 | 109'674 EUR | 109'631 EUR | 99.95% | 99.95% |
19.11.2024 | 0.75% | 72.93 % | 73.48 % | 150'000 | 149'000 | 151'851 | 150'706 | 109'626 EUR | 109'618 EUR | 99.93% | 99.93% |
18.11.2024 | 0.75% | 75.21 % | 75.78 % | 146'000 | 145'000 | 145'934 | 144'822 | 109'604 EUR | 109'591 EUR | 99.96% | 99.96% |
15.11.2024 | 0.75% | 75.12 % | 75.69 % | 146'000 | 145'000 | 144'147 | 143'071 | 109'630 EUR | 109'627 EUR | 99.99% | 99.99% |
14.11.2024 | 0.75% | 76.31 % | 76.88 % | 144'000 | 143'000 | 145'551 | 144'371 | 109'606 EUR | 109'534 EUR | 99.94% | 99.94% |
13.11.2024 | 0.75% | 73.21 % | 73.76 % | 150'000 | 149'000 | 149'627 | 148'524 | 109'620 EUR | 109'629 EUR | 99.97% | 99.97% |
12.11.2024 | 0.75% | 73.86 % | 74.41 % | 148'000 | 147'000 | 146'372 | 145'269 | 109'616 EUR | 109'610 EUR | 99.95% | 99.95% |
11.11.2024 | 0.75% | 76.19 % | 76.76 % | 144'000 | 143'000 | 145'492 | 144'369 | 109'632 EUR | 109'606 EUR | 99.98% | 99.98% |
08.11.2024 | 0.75% | 74.61 % | 75.17 % | 147'000 | 146'000 | 145'947 | 144'900 | 109'635 EUR | 109'669 EUR | 99.98% | 99.98% |
07.11.2024 | 0.75% | 78.20 % | 78.79 % | 140'000 | 139'000 | 141'002 | 139'950 | 109'567 EUR | 109'570 EUR | 100.00% | 100.00% |