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 | 0.79% | 103.86 % | 104.68 % | 60'000 | 60'000 | 60'000 | 60'000 | 62'398 EUR | 62'891 EUR | 100.00% | 100.00% |
19.11.2024 | 0.79% | 103.94 % | 104.76 % | 60'000 | 60'000 | 60'000 | 60'000 | 62'392 EUR | 62'885 EUR | 100.00% | 100.00% |
18.11.2024 | 0.79% | 104.11 % | 104.94 % | 60'000 | 60'000 | 60'000 | 60'000 | 62'502 EUR | 63'000 EUR | 100.00% | 100.00% |
15.11.2024 | 0.79% | 104.45 % | 105.28 % | 60'000 | 60'000 | 60'000 | 60'000 | 62'667 EUR | 63'165 EUR | 100.00% | 100.00% |
14.11.2024 | 0.79% | 104.30 % | 105.13 % | 60'000 | 60'000 | 60'000 | 60'000 | 62'575 EUR | 63'073 EUR | 99.69% | 99.69% |
13.11.2024 | 0.79% | 103.99 % | 104.81 % | 60'000 | 60'000 | 60'000 | 60'000 | 62'419 EUR | 62'915 EUR | 100.00% | 100.00% |
12.11.2024 | 0.79% | 104.06 % | 104.89 % | 60'000 | 60'000 | 60'000 | 60'000 | 62'501 EUR | 62'999 EUR | 100.00% | 100.00% |
11.11.2024 | 0.79% | 104.31 % | 105.14 % | 60'000 | 60'000 | 60'000 | 60'000 | 62'629 EUR | 63'127 EUR | 84.65% | 84.65% |
08.11.2024 | 0.79% | 104.03 % | 104.86 % | 60'000 | 60'000 | 60'000 | 60'000 | 62'431 EUR | 62'926 EUR | 100.00% | 100.00% |
07.11.2024 | 0.79% | 103.97 % | 104.79 % | 60'000 | 60'000 | 60'000 | 60'000 | 62'283 EUR | 62'775 EUR | 100.00% | 100.00% |