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 | 0.75% | 93.30 % | 94.00 % | 150'000 | 150'000 | 150'000 | 150'000 | 140'154 EUR | 141'204 EUR | 100.00% | 100.00% |
19.11.2024 | 0.74% | 93.90 % | 94.60 % | 150'000 | 150'000 | 150'000 | 150'000 | 140'770 EUR | 141'820 EUR | 89.40% | 89.40% |
18.11.2024 | 0.74% | 94.35 % | 95.05 % | 150'000 | 150'000 | 150'000 | 150'000 | 141'374 EUR | 142'424 EUR | 99.66% | 99.66% |
15.11.2024 | 0.74% | 94.20 % | 94.90 % | 150'000 | 150'000 | 150'000 | 150'000 | 141'688 EUR | 142'738 EUR | 100.00% | 100.00% |
14.11.2024 | 0.74% | 94.73 % | 95.43 % | 150'000 | 150'000 | 150'000 | 150'000 | 141'941 EUR | 142'991 EUR | 100.00% | 100.00% |
13.11.2024 | 0.74% | 94.38 % | 95.08 % | 150'000 | 150'000 | 150'000 | 150'000 | 141'449 EUR | 142'499 EUR | 100.00% | 100.00% |
12.11.2024 | 0.74% | 94.77 % | 95.47 % | 150'000 | 150'000 | 150'000 | 150'000 | 142'239 EUR | 143'289 EUR | 98.72% | 98.72% |
11.11.2024 | 0.73% | 95.17 % | 95.87 % | 150'000 | 150'000 | 150'000 | 150'000 | 142'808 EUR | 143'858 EUR | 100.00% | 100.00% |
08.11.2024 | 0.74% | 94.86 % | 95.56 % | 150'000 | 150'000 | 150'000 | 150'000 | 142'234 EUR | 143'284 EUR | 99.84% | 99.84% |
07.11.2024 | 0.73% | 94.99 % | 95.69 % | 150'000 | 150'000 | 150'000 | 150'000 | 142'403 EUR | 143'453 EUR | 100.00% | 100.00% |