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% | 88.56 % | 89.26 % | 60'000 | 60'000 | 60'000 | 60'000 | 53'527 EUR | 53'952 EUR | 100.00% | 100.00% |
19.11.2024 | 0.79% | 88.46 % | 89.16 % | 60'000 | 60'000 | 60'000 | 60'000 | 53'183 EUR | 53'604 EUR | 100.00% | 100.00% |
18.11.2024 | 0.79% | 90.06 % | 90.77 % | 60'000 | 60'000 | 60'000 | 60'000 | 54'401 EUR | 54'832 EUR | 100.00% | 100.00% |
15.11.2024 | 0.79% | 92.46 % | 93.19 % | 60'000 | 60'000 | 60'000 | 60'000 | 55'668 EUR | 56'110 EUR | 80.27% | 80.27% |
14.11.2024 | 0.79% | 94.39 % | 95.14 % | 60'000 | 60'000 | 60'000 | 60'000 | 56'307 EUR | 56'754 EUR | 99.68% | 99.68% |
13.11.2024 | 0.79% | 92.82 % | 93.56 % | 60'000 | 60'000 | 60'000 | 60'000 | 56'123 EUR | 56'569 EUR | 100.00% | 100.00% |
12.11.2024 | 0.79% | 95.61 % | 96.37 % | 60'000 | 60'000 | 60'000 | 60'000 | 57'475 EUR | 57'930 EUR | 100.00% | 100.00% |
11.11.2024 | 0.79% | 94.81 % | 95.56 % | 60'000 | 60'000 | 60'000 | 60'000 | 56'980 EUR | 57'432 EUR | 84.61% | 84.61% |
08.11.2024 | 0.79% | 92.99 % | 93.73 % | 60'000 | 60'000 | 60'000 | 60'000 | 55'911 EUR | 56'355 EUR | 100.00% | 100.00% |
07.11.2024 | 0.79% | 94.47 % | 95.22 % | 60'000 | 60'000 | 60'000 | 60'000 | 56'517 EUR | 56'966 EUR | 100.00% | 100.00% |