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% | 96.30 % | 97.06 % | 60'000 | 60'000 | 60'000 | 60'000 | 57'829 EUR | 58'287 EUR | 100.00% | 100.00% |
19.11.2024 | 0.79% | 96.22 % | 96.98 % | 60'000 | 60'000 | 60'000 | 60'000 | 57'884 EUR | 58'342 EUR | 100.00% | 100.00% |
18.11.2024 | 0.79% | 96.45 % | 97.21 % | 60'000 | 60'000 | 60'000 | 60'000 | 57'801 EUR | 58'258 EUR | 100.00% | 100.00% |
15.11.2024 | 0.79% | 96.02 % | 96.78 % | 60'000 | 60'000 | 60'000 | 60'000 | 57'600 EUR | 58'056 EUR | 100.00% | 100.00% |
14.11.2024 | 0.79% | 95.49 % | 96.25 % | 60'000 | 60'000 | 60'000 | 60'000 | 56'986 EUR | 57'437 EUR | 99.72% | 99.72% |
13.11.2024 | 0.79% | 95.14 % | 95.89 % | 60'000 | 60'000 | 60'000 | 60'000 | 57'478 EUR | 57'934 EUR | 100.00% | 100.00% |
12.11.2024 | 0.79% | 95.44 % | 96.20 % | 60'000 | 60'000 | 60'000 | 60'000 | 57'524 EUR | 57'981 EUR | 99.73% | 99.73% |
11.11.2024 | 0.79% | 96.72 % | 97.49 % | 60'000 | 60'000 | 60'000 | 60'000 | 58'313 EUR | 58'775 EUR | 84.62% | 84.62% |
08.11.2024 | 0.79% | 97.57 % | 98.34 % | 60'000 | 60'000 | 60'000 | 60'000 | 59'056 EUR | 59'524 EUR | 100.00% | 100.00% |
07.11.2024 | 0.79% | 100.01 % | 100.80 % | 60'000 | 60'000 | 60'000 | 60'000 | 59'834 EUR | 60'308 EUR | 88.31% | 88.31% |