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% | 99.78 % | 100.53 % | 200'000 | 198'000 | 200'000 | 198'424 | 199'525 EUR | 199'441 EUR | 99.99% | 99.99% |
19.11.2024 | 0.75% | 99.34 % | 100.09 % | 201'000 | 199'000 | 201'059 | 199'656 | 199'449 EUR | 199'554 EUR | 99.95% | 99.95% |
18.11.2024 | 0.75% | 99.50 % | 100.25 % | 201'000 | 199'000 | 200'582 | 198'971 | 199'573 EUR | 199'462 EUR | 99.99% | 99.99% |
15.11.2024 | 0.75% | 99.47 % | 100.22 % | 201'000 | 199'000 | 200'659 | 199'000 | 199'643 EUR | 199'486 EUR | 100.00% | 100.00% |
14.11.2024 | 0.75% | 99.44 % | 100.19 % | 201'000 | 199'000 | 201'000 | 199'316 | 199'609 EUR | 199'431 EUR | 100.00% | 100.00% |
13.11.2024 | 0.75% | 99.01 % | 99.76 % | 201'000 | 200'000 | 201'017 | 199'608 | 199'376 EUR | 199'474 EUR | 99.98% | 99.98% |
12.11.2024 | 0.75% | 99.24 % | 99.99 % | 201'000 | 200'000 | 200'843 | 199'321 | 199'539 EUR | 199'521 EUR | 99.98% | 99.98% |
11.11.2024 | 0.75% | 99.36 % | 100.11 % | 201'000 | 199'000 | 200'703 | 198'937 | 199'573 EUR | 199'309 EUR | 99.98% | 99.98% |
08.11.2024 | 0.75% | 99.30 % | 100.05 % | 201'000 | 199'000 | 200'944 | 199'036 | 199'780 EUR | 199'375 EUR | 100.00% | 100.00% |
07.11.2024 | 0.75% | 99.64 % | 100.39 % | 200'000 | 199'000 | 200'000 | 198'765 | 199'415 EUR | 199'674 EUR | 99.95% | 99.95% |