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 | 0.67% | 103.69 % | 104.39 % | 150'000 | 150'000 | 150'000 | 150'000 | 155'619 EUR | 156'669 EUR | 100.00% | 100.00% |
19.11.2024 | 0.67% | 103.55 % | 104.25 % | 150'000 | 150'000 | 150'000 | 150'000 | 155'263 EUR | 156'313 EUR | 89.38% | 89.38% |
18.11.2024 | 0.67% | 103.68 % | 104.38 % | 150'000 | 150'000 | 150'000 | 150'000 | 155'444 EUR | 156'494 EUR | 99.68% | 99.68% |
15.11.2024 | 0.67% | 104.02 % | 104.72 % | 150'000 | 150'000 | 150'000 | 150'000 | 156'107 EUR | 157'157 EUR | 100.00% | 100.00% |
14.11.2024 | 0.67% | 104.17 % | 104.87 % | 150'000 | 150'000 | 150'000 | 150'000 | 155'805 EUR | 156'855 EUR | 100.00% | 100.00% |
13.11.2024 | 0.67% | 103.53 % | 104.23 % | 150'000 | 150'000 | 150'000 | 150'000 | 155'093 EUR | 156'143 EUR | 100.00% | 100.00% |
12.11.2024 | 0.67% | 103.47 % | 104.17 % | 150'000 | 150'000 | 150'000 | 150'000 | 155'193 EUR | 156'243 EUR | 98.73% | 98.73% |
11.11.2024 | 0.67% | 103.61 % | 104.31 % | 150'000 | 150'000 | 150'000 | 150'000 | 155'041 EUR | 156'091 EUR | 100.00% | 100.00% |
08.11.2024 | 0.68% | 103.06 % | 103.76 % | 150'000 | 150'000 | 150'000 | 150'000 | 154'570 EUR | 155'620 EUR | 99.84% | 99.84% |
07.11.2024 | 0.68% | 103.04 % | 103.74 % | 150'000 | 150'000 | 150'000 | 150'000 | 154'572 EUR | 155'622 EUR | 100.00% | 100.00% |