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 | 0.79% | 92.40 % | 93.13 % | 60'000 | 60'000 | 60'000 | 60'000 | 55'732 EUR | 56'175 EUR | 100.00% | 100.00% |
19.11.2024 | 0.79% | 92.19 % | 92.92 % | 60'000 | 60'000 | 60'000 | 60'000 | 55'534 EUR | 55'974 EUR | 100.00% | 100.00% |
18.11.2024 | 0.79% | 93.89 % | 94.63 % | 60'000 | 60'000 | 60'000 | 60'000 | 56'125 EUR | 56'569 EUR | 100.00% | 100.00% |
15.11.2024 | 0.79% | 93.49 % | 94.23 % | 60'000 | 60'000 | 60'000 | 60'000 | 56'225 EUR | 56'671 EUR | 100.00% | 100.00% |
14.11.2024 | 0.79% | 93.46 % | 94.20 % | 60'000 | 60'000 | 60'000 | 60'000 | 55'613 EUR | 56'055 EUR | 99.68% | 99.68% |
13.11.2024 | 0.79% | 91.87 % | 92.60 % | 60'000 | 60'000 | 60'000 | 60'000 | 55'106 EUR | 55'544 EUR | 100.00% | 100.00% |
12.11.2024 | 0.79% | 91.90 % | 92.63 % | 60'000 | 60'000 | 60'000 | 60'000 | 55'908 EUR | 56'352 EUR | 99.00% | 99.00% |
11.11.2024 | 0.79% | 94.47 % | 95.22 % | 60'000 | 60'000 | 60'000 | 60'000 | 56'847 EUR | 57'297 EUR | 84.63% | 84.63% |
08.11.2024 | 0.79% | 94.22 % | 94.97 % | 60'000 | 60'000 | 60'000 | 60'000 | 56'802 EUR | 57'252 EUR | 96.07% | 96.07% |
07.11.2024 | 0.79% | 96.40 % | 97.16 % | 60'000 | 60'000 | 60'000 | 60'000 | 57'246 EUR | 57'700 EUR | 95.05% | 95.05% |