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% | 99.16 % | 99.91 % | 201'000 | 200'000 | 201'016 | 199'889 | 199'354 EUR | 199'736 EUR | 99.99% | 99.99% |
19.11.2024 | 0.75% | 99.17 % | 99.92 % | 201'000 | 200'000 | 200'987 | 199'587 | 199'410 EUR | 199'517 EUR | 99.98% | 99.98% |
18.11.2024 | 0.75% | 99.37 % | 100.12 % | 201'000 | 199'000 | 200'965 | 199'156 | 199'647 EUR | 199'344 EUR | 99.96% | 99.96% |
15.11.2024 | 0.75% | 99.30 % | 100.05 % | 201'000 | 199'000 | 200'884 | 199'000 | 199'786 EUR | 199'405 EUR | 99.99% | 99.99% |
14.11.2024 | 0.75% | 99.30 % | 100.05 % | 201'000 | 199'000 | 200'976 | 199'000 | 199'770 EUR | 199'298 EUR | 100.00% | 100.00% |
13.11.2024 | 0.75% | 99.37 % | 100.12 % | 201'000 | 199'000 | 201'000 | 199'112 | 199'621 EUR | 199'239 EUR | 99.99% | 99.99% |
12.11.2024 | 0.75% | 99.25 % | 100.00 % | 201'000 | 200'000 | 201'000 | 199'104 | 199'722 EUR | 199'331 EUR | 100.00% | 100.00% |
11.11.2024 | 0.75% | 99.49 % | 100.24 % | 201'000 | 199'000 | 200'671 | 199'000 | 199'620 EUR | 199'451 EUR | 100.00% | 100.00% |
08.11.2024 | 0.75% | 99.41 % | 100.16 % | 201'000 | 199'000 | 201'000 | 199'099 | 199'734 EUR | 199'338 EUR | 99.98% | 99.98% |
07.11.2024 | 0.75% | 99.15 % | 99.90 % | 201'000 | 200'000 | 201'000 | 199'947 | 199'352 EUR | 199'807 EUR | 100.00% | 100.00% |