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% | 100.88 % | 101.68 % | 60'000 | 100'000 | 60'000 | 100'000 | 60'588 EUR | 101'779 EUR | 100.00% | 100.00% |
19.11.2024 | 0.79% | 100.93 % | 101.73 % | 60'000 | 100'000 | 60'000 | 100'000 | 60'732 EUR | 102'020 EUR | 100.00% | 100.00% |
18.11.2024 | 0.79% | 101.21 % | 102.01 % | 60'000 | 100'000 | 60'000 | 100'000 | 60'817 EUR | 102'162 EUR | 100.00% | 100.00% |
15.11.2024 | 0.79% | 101.39 % | 102.19 % | 60'000 | 100'000 | 60'000 | 100'000 | 60'959 EUR | 102'405 EUR | 100.00% | 100.00% |
14.11.2024 | 0.79% | 101.44 % | 102.24 % | 60'000 | 100'000 | 60'000 | 100'000 | 60'775 EUR | 102'092 EUR | 99.67% | 99.67% |
13.11.2024 | 0.79% | 100.87 % | 101.67 % | 60'000 | 100'000 | 60'000 | 100'000 | 60'700 EUR | 101'966 EUR | 97.97% | 97.97% |
12.11.2024 | 0.79% | 100.51 % | 101.31 % | 60'000 | 100'000 | 60'000 | 100'000 | 60'464 EUR | 101'573 EUR | 100.00% | 100.00% |
11.11.2024 | 0.79% | 100.85 % | 101.65 % | 60'000 | 100'000 | 60'000 | 100'000 | 60'625 EUR | 101'842 EUR | 84.58% | 84.58% |
08.11.2024 | 0.79% | 100.41 % | 101.21 % | 60'000 | 100'000 | 60'000 | 100'000 | 60'270 EUR | 101'251 EUR | 100.00% | 100.00% |
07.11.2024 | 0.79% | 100.58 % | 101.38 % | 60'000 | 100'000 | 60'000 | 100'000 | 60'432 EUR | 101'520 EUR | 100.00% | 100.00% |