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% | 99.20 % | 99.99 % | 60'000 | 60'000 | 60'000 | 60'000 | 59'713 EUR | 60'187 EUR | 100.00% | 100.00% |
19.11.2024 | 0.79% | 99.32 % | 100.11 % | 60'000 | 60'000 | 60'000 | 60'000 | 59'703 EUR | 60'177 EUR | 97.32% | 97.32% |
18.11.2024 | 0.79% | 100.24 % | 101.04 % | 60'000 | 60'000 | 60'000 | 60'000 | 60'137 EUR | 60'614 EUR | 100.00% | 100.00% |
15.11.2024 | 0.79% | 100.34 % | 101.14 % | 60'000 | 60'000 | 60'000 | 60'000 | 60'228 EUR | 60'707 EUR | 100.00% | 100.00% |
14.11.2024 | 0.79% | 99.79 % | 100.58 % | 60'000 | 60'000 | 60'000 | 60'000 | 59'842 EUR | 60'316 EUR | 99.68% | 99.68% |
13.11.2024 | 0.79% | 99.12 % | 99.91 % | 60'000 | 60'000 | 60'000 | 60'000 | 59'738 EUR | 60'212 EUR | 100.00% | 100.00% |
12.11.2024 | 0.79% | 99.97 % | 100.76 % | 60'000 | 60'000 | 60'000 | 60'000 | 60'265 EUR | 60'744 EUR | 100.00% | 100.00% |
11.11.2024 | 0.79% | 100.91 % | 101.71 % | 60'000 | 60'000 | 60'000 | 60'000 | 60'563 EUR | 61'043 EUR | 84.59% | 84.59% |
08.11.2024 | 0.79% | 100.40 % | 101.20 % | 60'000 | 60'000 | 60'000 | 60'000 | 60'043 EUR | 60'520 EUR | 100.00% | 100.00% |
07.11.2024 | 0.79% | 100.28 % | 101.08 % | 60'000 | 60'000 | 60'000 | 60'000 | 60'205 EUR | 60'683 EUR | 88.42% | 88.42% |