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 | 0.80% | 100.78 % | 101.59 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'097 EUR | 254'122 EUR | 100.00% | 100.00% |
19.11.2024 | 0.80% | 100.60 % | 101.41 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'531 EUR | 253'556 EUR | 99.63% | 99.63% |
18.11.2024 | 0.80% | 100.61 % | 101.42 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'339 EUR | 253'364 EUR | 100.00% | 100.00% |
15.11.2024 | 0.80% | 100.48 % | 101.29 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'603 EUR | 253'628 EUR | 100.00% | 100.00% |
14.11.2024 | 0.80% | 100.59 % | 101.40 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'769 EUR | 253'794 EUR | 100.00% | 100.00% |
13.11.2024 | 0.80% | 100.56 % | 101.37 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'347 EUR | 253'372 EUR | 99.75% | 99.75% |
12.11.2024 | 0.80% | 100.64 % | 101.45 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'502 EUR | 254'527 EUR | 100.00% | 100.00% |
11.11.2024 | 0.80% | 101.00 % | 101.81 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'494 EUR | 254'519 EUR | 100.00% | 100.00% |
08.11.2024 | 0.80% | 100.51 % | 101.32 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'355 EUR | 253'380 EUR | 100.00% | 100.00% |
07.11.2024 | 0.80% | 100.81 % | 101.62 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'988 EUR | 253'009 EUR | 100.00% | 100.00% |