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 |
---|---|---|---|---|---|---|---|---|---|---|---|
26.09.2024 | 0.80% | 105.33 % | 106.18 % | 100'000 | 1'000 | 100'000 | 1'000 | 105'216 EUR | 1'061 EUR | 100.00% | 100.00% |
25.09.2024 | 0.80% | 105.00 % | 105.84 % | 100'000 | 1'000 | 100'000 | 1'000 | 105'021 EUR | 1'059 EUR | 100.00% | 100.00% |
24.09.2024 | 0.80% | 104.85 % | 105.69 % | 100'000 | 1'000 | 100'000 | 1'000 | 104'845 EUR | 1'057 EUR | 100.00% | 100.00% |
23.09.2024 | 0.80% | 104.84 % | 105.68 % | 100'000 | 1'000 | 100'000 | 1'000 | 104'946 EUR | 1'058 EUR | 100.00% | 100.00% |
20.09.2024 | 0.80% | 104.91 % | 105.75 % | 100'000 | 1'000 | 100'000 | 1'000 | 104'980 EUR | 1'058 EUR | 100.00% | 100.00% |
19.09.2024 | 0.80% | 105.03 % | 105.87 % | 100'000 | 1'000 | 100'000 | 1'000 | 105'177 EUR | 1'060 EUR | 100.00% | 100.00% |
18.09.2024 | 0.80% | 105.11 % | 105.95 % | 100'000 | 1'000 | 100'000 | 1'000 | 105'099 EUR | 1'059 EUR | 100.00% | 100.00% |
12.09.2024 | 0.80% | 105.00 % | 105.84 % | 100'000 | 1'000 | 100'000 | 1'000 | 104'874 EUR | 1'057 EUR | 100.00% | 100.00% |
11.09.2024 | 0.80% | 104.87 % | 105.71 % | 100'000 | 1'000 | 100'000 | 1'000 | 104'774 EUR | 1'056 EUR | 100.00% | 100.00% |
10.09.2024 | 0.80% | 104.72 % | 105.56 % | 100'000 | 1'000 | 100'000 | 1'000 | 104'795 EUR | 1'056 EUR | 100.00% | 100.00% |