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 | 0.72% | 97.15 % | 97.85 % | 150'000 | 150'000 | 150'000 | 150'000 | 145'986 EUR | 147'036 EUR | 100.00% | 100.00% |
19.11.2024 | 0.72% | 97.17 % | 97.87 % | 150'000 | 150'000 | 150'000 | 150'000 | 145'770 EUR | 146'820 EUR | 89.40% | 89.40% |
18.11.2024 | 0.72% | 97.10 % | 97.80 % | 150'000 | 150'000 | 150'000 | 150'000 | 145'580 EUR | 146'630 EUR | 99.66% | 99.66% |
15.11.2024 | 0.72% | 97.19 % | 97.89 % | 150'000 | 150'000 | 150'000 | 150'000 | 145'682 EUR | 146'732 EUR | 100.00% | 100.00% |
14.11.2024 | 0.72% | 96.97 % | 97.67 % | 150'000 | 150'000 | 150'000 | 150'000 | 145'400 EUR | 146'450 EUR | 100.00% | 100.00% |
13.11.2024 | 0.72% | 96.47 % | 97.17 % | 150'000 | 150'000 | 150'000 | 150'000 | 144'843 EUR | 145'893 EUR | 100.00% | 100.00% |
12.11.2024 | 0.71% | 97.11 % | 97.81 % | 150'000 | 150'000 | 150'000 | 150'000 | 146'406 EUR | 147'456 EUR | 98.73% | 98.73% |
11.11.2024 | 0.71% | 98.07 % | 98.77 % | 150'000 | 150'000 | 150'000 | 150'000 | 147'226 EUR | 148'276 EUR | 100.00% | 100.00% |
08.11.2024 | 0.71% | 97.76 % | 98.46 % | 150'000 | 150'000 | 150'000 | 150'000 | 146'753 EUR | 147'803 EUR | 99.84% | 99.84% |
07.11.2024 | 0.72% | 97.54 % | 98.24 % | 150'000 | 150'000 | 150'000 | 150'000 | 146'304 EUR | 147'354 EUR | 100.00% | 100.00% |