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 |
---|---|---|---|---|---|---|---|---|---|---|---|
25.11.2024 | 0.80% | 100.44 % | 101.25 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'100 EUR | 253'125 EUR | 99.68% | 99.68% |
22.11.2024 | 0.80% | 100.43 % | 101.24 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'075 EUR | 253'100 EUR | 100.00% | 100.00% |
20.11.2024 | 0.80% | 100.39 % | 101.20 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'975 EUR | 253'000 EUR | 100.00% | 100.00% |
19.11.2024 | 0.80% | 100.38 % | 101.19 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'950 EUR | 252'975 EUR | 100.00% | 100.00% |
18.11.2024 | 0.80% | 100.37 % | 101.18 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'925 EUR | 252'950 EUR | 100.00% | 100.00% |
15.11.2024 | 0.80% | 100.36 % | 101.17 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'900 EUR | 252'925 EUR | 100.00% | 100.00% |
14.11.2024 | 0.80% | 100.35 % | 101.16 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'875 EUR | 252'900 EUR | 100.00% | 100.00% |
13.11.2024 | 0.80% | 100.33 % | 101.14 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'825 EUR | 252'850 EUR | 100.00% | 100.00% |
12.11.2024 | 0.80% | 100.32 % | 101.13 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'800 EUR | 252'825 EUR | 100.00% | 100.00% |
11.11.2024 | 0.80% | 100.31 % | 101.12 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'775 EUR | 252'800 EUR | 100.00% | 100.00% |