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% | 102.21 % | 102.91 % | 150'000 | 150'000 | 150'000 | 150'000 | 153'315 EUR | 154'365 EUR | 100.00% | 100.00% |
19.11.2024 | 0.68% | 102.20 % | 102.90 % | 150'000 | 150'000 | 150'000 | 150'000 | 153'300 EUR | 154'350 EUR | 89.40% | 89.40% |
18.11.2024 | 0.68% | 102.18 % | 102.88 % | 150'000 | 150'000 | 150'000 | 150'000 | 153'279 EUR | 154'329 EUR | 99.66% | 99.66% |
15.11.2024 | 0.68% | 102.17 % | 102.87 % | 150'000 | 150'000 | 150'000 | 150'000 | 153'256 EUR | 154'306 EUR | 100.00% | 100.00% |
14.11.2024 | 0.68% | 102.15 % | 102.85 % | 150'000 | 150'000 | 150'000 | 150'000 | 153'233 EUR | 154'283 EUR | 100.00% | 100.00% |
13.11.2024 | 0.68% | 102.13 % | 102.83 % | 150'000 | 150'000 | 150'000 | 150'000 | 153'184 EUR | 154'234 EUR | 100.00% | 100.00% |
12.11.2024 | 0.68% | 102.11 % | 102.81 % | 150'000 | 150'000 | 150'000 | 150'000 | 153'173 EUR | 154'223 EUR | 98.72% | 98.72% |
11.11.2024 | 0.68% | 102.11 % | 102.81 % | 150'000 | 150'000 | 150'000 | 150'000 | 153'168 EUR | 154'218 EUR | 100.00% | 100.00% |
08.11.2024 | 0.68% | 102.08 % | 102.78 % | 150'000 | 150'000 | 150'000 | 150'000 | 153'106 EUR | 154'156 EUR | 99.84% | 99.84% |
07.11.2024 | 0.68% | 102.06 % | 102.76 % | 150'000 | 150'000 | 150'000 | 150'000 | 153'068 EUR | 154'118 EUR | 100.00% | 100.00% |