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 | 0.68% | 102.02 % | 102.72 % | 150'000 | 150'000 | 150'000 | 150'000 | 153'082 EUR | 154'132 EUR | 100.00% | 100.00% |
19.11.2024 | 0.68% | 102.01 % | 102.71 % | 150'000 | 150'000 | 150'000 | 150'000 | 152'997 EUR | 154'047 EUR | 89.37% | 89.37% |
18.11.2024 | 0.68% | 102.05 % | 102.75 % | 150'000 | 150'000 | 150'000 | 150'000 | 153'071 EUR | 154'121 EUR | 99.67% | 99.67% |
15.11.2024 | 0.68% | 101.99 % | 102.69 % | 150'000 | 150'000 | 150'000 | 150'000 | 152'997 EUR | 154'047 EUR | 100.00% | 100.00% |
14.11.2024 | 0.68% | 101.97 % | 102.67 % | 150'000 | 150'000 | 150'000 | 150'000 | 152'906 EUR | 153'956 EUR | 100.00% | 100.00% |
13.11.2024 | 0.68% | 101.88 % | 102.58 % | 150'000 | 150'000 | 150'000 | 150'000 | 152'843 EUR | 153'893 EUR | 100.00% | 100.00% |
12.11.2024 | 0.68% | 101.87 % | 102.57 % | 150'000 | 150'000 | 150'000 | 150'000 | 152'864 EUR | 153'914 EUR | 98.73% | 98.73% |
11.11.2024 | 0.68% | 101.94 % | 102.64 % | 150'000 | 150'000 | 150'000 | 150'000 | 152'891 EUR | 153'941 EUR | 100.00% | 100.00% |
08.11.2024 | 0.68% | 101.85 % | 102.55 % | 150'000 | 150'000 | 150'000 | 150'000 | 152'761 EUR | 153'811 EUR | 99.84% | 99.84% |
07.11.2024 | 0.69% | 101.76 % | 102.46 % | 150'000 | 150'000 | 150'000 | 150'000 | 152'732 EUR | 153'782 EUR | 100.00% | 100.00% |