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% | 94.47 % | 95.18 % | 211'000 | 210'000 | 211'149 | 209'521 | 199'537 EUR | 199'486 EUR | 99.99% | 99.99% |
19.11.2024 | 0.75% | 94.52 % | 95.23 % | 211'000 | 210'000 | 211'983 | 210'453 | 199'504 EUR | 199'558 EUR | 99.92% | 99.92% |
18.11.2024 | 0.75% | 95.37 % | 96.08 % | 209'000 | 208'000 | 209'300 | 207'725 | 199'546 EUR | 199'528 EUR | 99.99% | 99.99% |
15.11.2024 | 0.75% | 95.59 % | 96.31 % | 209'000 | 207'000 | 207'146 | 205'571 | 199'525 EUR | 199'508 EUR | 99.98% | 99.98% |
14.11.2024 | 0.75% | 96.62 % | 97.35 % | 206'000 | 205'000 | 209'140 | 207'524 | 199'563 EUR | 199'510 EUR | 99.94% | 99.94% |
13.11.2024 | 0.75% | 93.75 % | 94.46 % | 213'000 | 211'000 | 211'548 | 209'948 | 199'526 EUR | 199'508 EUR | 99.97% | 99.97% |
12.11.2024 | 0.75% | 95.59 % | 96.31 % | 209'000 | 207'000 | 206'231 | 204'713 | 199'508 EUR | 199'528 EUR | 99.97% | 99.97% |
11.11.2024 | 0.75% | 95.66 % | 96.38 % | 209'000 | 207'000 | 209'182 | 207'557 | 199'556 EUR | 199'497 EUR | 99.95% | 99.95% |
08.11.2024 | 0.75% | 93.24 % | 93.95 % | 214'000 | 212'000 | 213'871 | 212'344 | 199'493 EUR | 199'569 EUR | 99.92% | 99.92% |
07.11.2024 | 0.75% | 93.44 % | 94.15 % | 214'000 | 212'000 | 212'972 | 211'474 | 199'484 EUR | 199'582 EUR | 99.97% | 99.97% |