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% | 98.84 % | 99.54 % | 150'000 | 150'000 | 150'000 | 150'000 | 148'634 EUR | 149'684 EUR | 100.00% | 100.00% |
19.11.2024 | 0.71% | 98.95 % | 99.65 % | 150'000 | 150'000 | 150'000 | 150'000 | 148'201 EUR | 149'251 EUR | 89.37% | 89.37% |
18.11.2024 | 0.70% | 99.53 % | 100.23 % | 150'000 | 150'000 | 150'000 | 150'000 | 149'273 EUR | 150'323 EUR | 99.68% | 99.68% |
15.11.2024 | 0.70% | 99.36 % | 100.06 % | 150'000 | 150'000 | 150'000 | 150'000 | 149'249 EUR | 150'299 EUR | 100.00% | 100.00% |
14.11.2024 | 0.70% | 99.11 % | 99.81 % | 150'000 | 150'000 | 150'000 | 150'000 | 148'423 EUR | 149'473 EUR | 100.00% | 100.00% |
13.11.2024 | 0.71% | 98.70 % | 99.40 % | 150'000 | 150'000 | 150'000 | 150'000 | 148'219 EUR | 149'269 EUR | 100.00% | 100.00% |
12.11.2024 | 0.70% | 98.73 % | 99.43 % | 150'000 | 150'000 | 150'000 | 150'000 | 148'731 EUR | 149'781 EUR | 98.74% | 98.74% |
11.11.2024 | 0.70% | 99.33 % | 100.03 % | 150'000 | 150'000 | 150'000 | 150'000 | 148'917 EUR | 149'967 EUR | 100.00% | 100.00% |
08.11.2024 | 0.71% | 98.79 % | 99.49 % | 150'000 | 150'000 | 150'000 | 150'000 | 148'097 EUR | 149'147 EUR | 99.83% | 99.83% |
07.11.2024 | 0.71% | 98.64 % | 99.34 % | 150'000 | 150'000 | 150'000 | 150'000 | 148'056 EUR | 149'106 EUR | 100.00% | 100.00% |