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% | 95.63 % | 96.39 % | 60'000 | 60'000 | 60'000 | 60'000 | 57'586 EUR | 58'042 EUR | 100.00% | 100.00% |
19.11.2024 | 0.79% | 95.69 % | 96.45 % | 60'000 | 60'000 | 60'000 | 60'000 | 57'597 EUR | 58'054 EUR | 76.55% | 76.55% |
18.11.2024 | 0.79% | 96.22 % | 96.98 % | 60'000 | 60'000 | 60'000 | 60'000 | 58'041 EUR | 58'501 EUR | 98.18% | 98.18% |
15.11.2024 | 0.79% | 98.15 % | 98.93 % | 60'000 | 56'000 | 60'000 | 59'487 | 59'365 EUR | 59'328 EUR | 100.00% | 100.00% |
14.11.2024 | 0.79% | 100.12 % | 100.91 % | 48'000 | 60'000 | 59'386 | 59'984 | 58'938 EUR | 60'010 EUR | 97.77% | 97.77% |
13.11.2024 | 0.79% | 96.53 % | 97.30 % | 60'000 | 60'000 | 60'000 | 60'000 | 58'215 EUR | 58'678 EUR | 98.32% | 98.32% |
12.11.2024 | 0.79% | 98.31 % | 99.09 % | 60'000 | 60'000 | 60'000 | 60'000 | 58'783 EUR | 59'249 EUR | 83.14% | 83.14% |
11.11.2024 | 0.79% | 97.14 % | 97.91 % | 60'000 | 60'000 | 60'000 | 57'685 | 58'146 EUR | 56'356 EUR | 84.65% | 84.65% |
08.11.2024 | 0.79% | 94.66 % | 95.41 % | 60'000 | 60'000 | 60'000 | 60'000 | 57'043 EUR | 57'495 EUR | 100.00% | 100.00% |
07.11.2024 | 0.79% | 95.13 % | 95.88 % | 60'000 | 60'000 | 60'000 | 60'000 | 56'586 EUR | 57'034 EUR | 99.91% | 99.91% |