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 | 0.70% | 100.22 % | 100.92 % | 150'000 | 150'000 | 150'000 | 150'000 | 150'452 EUR | 151'502 EUR | 100.00% | 100.00% |
19.11.2024 | 0.70% | 100.17 % | 100.87 % | 150'000 | 150'000 | 150'000 | 150'000 | 150'104 EUR | 151'154 EUR | 89.36% | 89.36% |
18.11.2024 | 0.69% | 100.58 % | 101.28 % | 150'000 | 150'000 | 150'000 | 150'000 | 150'776 EUR | 151'826 EUR | 99.67% | 99.67% |
15.11.2024 | 0.70% | 100.30 % | 101.00 % | 150'000 | 150'000 | 150'000 | 150'000 | 150'539 EUR | 151'589 EUR | 100.00% | 100.00% |
14.11.2024 | 0.70% | 100.22 % | 100.92 % | 150'000 | 150'000 | 150'000 | 150'000 | 150'216 EUR | 151'266 EUR | 100.00% | 100.00% |
13.11.2024 | 0.70% | 99.98 % | 100.68 % | 150'000 | 150'000 | 150'000 | 150'000 | 150'054 EUR | 151'104 EUR | 100.00% | 100.00% |
12.11.2024 | 0.70% | 99.88 % | 100.58 % | 150'000 | 150'000 | 150'000 | 150'000 | 150'155 EUR | 151'205 EUR | 98.73% | 98.73% |
11.11.2024 | 0.70% | 100.31 % | 101.01 % | 150'000 | 150'000 | 150'000 | 150'000 | 150'322 EUR | 151'372 EUR | 100.00% | 100.00% |
08.11.2024 | 0.70% | 99.94 % | 100.64 % | 150'000 | 150'000 | 150'000 | 150'000 | 149'930 EUR | 150'980 EUR | 99.84% | 99.84% |
07.11.2024 | 0.70% | 100.02 % | 100.72 % | 150'000 | 150'000 | 150'000 | 150'000 | 150'020 EUR | 151'070 EUR | 100.00% | 100.00% |