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 | 0.67% | 103.79 % | 104.49 % | 150'000 | 150'000 | 150'000 | 150'000 | 155'718 EUR | 156'768 EUR | 100.00% | 100.00% |
19.11.2024 | 0.67% | 103.70 % | 104.40 % | 150'000 | 150'000 | 150'000 | 150'000 | 155'272 EUR | 156'322 EUR | 89.36% | 89.36% |
18.11.2024 | 0.67% | 103.55 % | 104.25 % | 150'000 | 150'000 | 150'000 | 150'000 | 155'387 EUR | 156'437 EUR | 99.68% | 99.68% |
15.11.2024 | 0.67% | 103.47 % | 104.17 % | 150'000 | 150'000 | 150'000 | 150'000 | 155'242 EUR | 156'292 EUR | 99.95% | 99.95% |
14.11.2024 | 0.68% | 103.29 % | 103.99 % | 150'000 | 150'000 | 150'000 | 150'000 | 154'756 EUR | 155'806 EUR | 100.00% | 100.00% |
13.11.2024 | 0.68% | 103.14 % | 103.84 % | 150'000 | 150'000 | 150'000 | 150'000 | 154'831 EUR | 155'881 EUR | 99.98% | 99.98% |
12.11.2024 | 0.68% | 103.04 % | 103.74 % | 150'000 | 150'000 | 150'000 | 150'000 | 154'692 EUR | 155'742 EUR | 98.72% | 98.72% |
11.11.2024 | 0.68% | 103.08 % | 103.78 % | 150'000 | 150'000 | 150'000 | 150'000 | 154'529 EUR | 155'579 EUR | 100.00% | 100.00% |
08.11.2024 | 0.68% | 102.66 % | 103.36 % | 150'000 | 150'000 | 150'000 | 150'000 | 153'930 EUR | 154'980 EUR | 99.83% | 99.83% |
07.11.2024 | 0.68% | 102.41 % | 103.11 % | 150'000 | 150'000 | 150'000 | 150'000 | 153'704 EUR | 154'754 EUR | 100.00% | 100.00% |