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% | 94.49 % | 95.20 % | 158'000 | 157'000 | 157'869 | 156'721 | 149'464 EUR | 149'490 EUR | 100.00% | 100.00% |
19.11.2024 | 0.75% | 94.57 % | 95.28 % | 158'000 | 157'000 | 158'099 | 157'030 | 149'550 EUR | 149'654 EUR | 99.99% | 99.99% |
18.11.2024 | 0.75% | 94.93 % | 95.64 % | 158'000 | 156'000 | 157'592 | 156'372 | 149'543 EUR | 149'496 EUR | 99.95% | 99.95% |
15.11.2024 | 0.74% | 95.13 % | 95.84 % | 157'000 | 156'000 | 157'000 | 155'993 | 149'533 EUR | 149'681 EUR | 100.00% | 100.00% |
14.11.2024 | 0.75% | 94.95 % | 95.66 % | 157'000 | 156'000 | 158'058 | 156'969 | 149'515 EUR | 149'600 EUR | 99.98% | 99.98% |
13.11.2024 | 0.75% | 94.67 % | 95.38 % | 158'000 | 157'000 | 157'549 | 156'383 | 149'543 EUR | 149'547 EUR | 99.95% | 99.95% |
12.11.2024 | 0.74% | 94.83 % | 95.54 % | 158'000 | 157'000 | 157'036 | 155'914 | 149'667 EUR | 149'704 EUR | 99.99% | 99.99% |
11.11.2024 | 0.76% | 95.75 % | 96.48 % | 156'000 | 155'000 | 156'002 | 154'826 | 149'603 EUR | 149'602 EUR | 99.98% | 99.98% |
08.11.2024 | 0.74% | 95.14 % | 95.85 % | 157'000 | 156'000 | 157'193 | 156'031 | 149'376 EUR | 149'380 EUR | 99.98% | 99.98% |
07.11.2024 | 0.75% | 95.23 % | 95.94 % | 157'000 | 156'000 | 155'548 | 154'402 | 149'504 EUR | 149'526 EUR | 99.96% | 99.96% |