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% | 100.37 % | 101.17 % | 60'000 | 60'000 | 60'000 | 60'000 | 60'236 EUR | 60'716 EUR | 100.00% | 100.00% |
19.11.2024 | 0.79% | 100.35 % | 101.15 % | 60'000 | 60'000 | 60'000 | 60'000 | 60'243 EUR | 60'723 EUR | 100.00% | 100.00% |
18.11.2024 | 0.79% | 100.52 % | 101.32 % | 60'000 | 60'000 | 60'000 | 60'000 | 60'303 EUR | 60'783 EUR | 100.00% | 100.00% |
15.11.2024 | 0.79% | 100.37 % | 101.17 % | 60'000 | 60'000 | 60'000 | 60'000 | 60'329 EUR | 60'809 EUR | 100.00% | 100.00% |
14.11.2024 | 0.79% | 100.45 % | 101.25 % | 60'000 | 60'000 | 60'000 | 60'000 | 60'209 EUR | 60'689 EUR | 99.68% | 99.68% |
13.11.2024 | 0.79% | 100.06 % | 100.85 % | 60'000 | 60'000 | 60'000 | 47'053 | 60'049 EUR | 47'458 EUR | 100.00% | 100.00% |
12.11.2024 | 0.79% | 100.07 % | 100.86 % | 60'000 | 60'000 | 60'000 | 60'000 | 60'179 EUR | 60'659 EUR | 100.00% | 100.00% |
11.11.2024 | 0.79% | 100.51 % | 101.31 % | 60'000 | 60'000 | 60'000 | 60'000 | 60'306 EUR | 60'786 EUR | 84.62% | 84.62% |
08.11.2024 | 0.79% | 100.19 % | 100.98 % | 60'000 | 60'000 | 60'000 | 60'000 | 60'135 EUR | 60'613 EUR | 100.00% | 100.00% |
07.11.2024 | 0.79% | 100.17 % | 100.96 % | 60'000 | 60'000 | 60'000 | 60'000 | 60'044 EUR | 60'518 EUR | 100.00% | 100.00% |