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 | 0.80% | 86.84 % | 87.54 % | 150'000 | 150'000 | 150'000 | 150'000 | 130'982 EUR | 132'032 EUR | 100.00% | 100.00% |
19.11.2024 | 0.79% | 87.11 % | 87.81 % | 150'000 | 150'000 | 150'000 | 150'000 | 131'577 EUR | 132'627 EUR | 89.40% | 89.40% |
18.11.2024 | 0.80% | 87.32 % | 88.02 % | 150'000 | 150'000 | 150'000 | 150'000 | 131'060 EUR | 132'110 EUR | 99.66% | 99.66% |
15.11.2024 | 0.79% | 87.07 % | 87.77 % | 150'000 | 150'000 | 150'000 | 150'000 | 131'782 EUR | 132'832 EUR | 100.00% | 100.00% |
14.11.2024 | 0.79% | 88.57 % | 89.27 % | 150'000 | 150'000 | 150'000 | 150'000 | 132'871 EUR | 133'921 EUR | 100.00% | 100.00% |
13.11.2024 | 0.80% | 87.54 % | 88.24 % | 150'000 | 150'000 | 150'000 | 150'000 | 130'586 EUR | 131'636 EUR | 100.00% | 100.00% |
12.11.2024 | 0.79% | 87.28 % | 87.98 % | 150'000 | 150'000 | 150'000 | 150'000 | 132'340 EUR | 133'390 EUR | 98.69% | 98.69% |
11.11.2024 | 0.77% | 89.09 % | 89.79 % | 150'000 | 150'000 | 150'000 | 150'000 | 135'278 EUR | 136'328 EUR | 100.00% | 100.00% |
08.11.2024 | 0.77% | 90.61 % | 91.31 % | 150'000 | 150'000 | 150'000 | 150'000 | 135'173 EUR | 136'223 EUR | 99.84% | 99.84% |
07.11.2024 | 0.78% | 89.98 % | 90.68 % | 150'000 | 150'000 | 150'000 | 150'000 | 133'528 EUR | 134'578 EUR | 100.00% | 100.00% |