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% | 106.24 % | 107.09 % | 250'000 | 250'000 | 250'000 | 250'000 | 266'625 EUR | 268'770 EUR | 99.97% | 99.97% |
19.11.2024 | 0.80% | 106.67 % | 107.53 % | 250'000 | 250'000 | 250'000 | 250'000 | 266'654 EUR | 268'801 EUR | 99.83% | 99.83% |
18.11.2024 | 0.80% | 107.34 % | 108.20 % | 250'000 | 250'000 | 250'000 | 250'000 | 268'037 EUR | 270'187 EUR | 99.96% | 99.96% |
15.11.2024 | 0.80% | 106.80 % | 107.66 % | 250'000 | 250'000 | 250'000 | 250'000 | 266'958 EUR | 269'108 EUR | 100.00% | 100.00% |
14.11.2024 | 0.80% | 106.47 % | 107.33 % | 250'000 | 250'000 | 250'000 | 250'000 | 265'500 EUR | 267'630 EUR | 100.00% | 100.00% |
13.11.2024 | 0.80% | 105.43 % | 106.28 % | 250'000 | 250'000 | 250'000 | 250'000 | 264'105 EUR | 266'229 EUR | 99.84% | 99.84% |
12.11.2024 | 0.80% | 106.05 % | 106.90 % | 250'000 | 250'000 | 250'000 | 250'000 | 266'740 EUR | 268'885 EUR | 100.00% | 100.00% |
11.11.2024 | 0.80% | 106.69 % | 107.55 % | 250'000 | 250'000 | 250'000 | 250'000 | 266'102 EUR | 268'240 EUR | 100.00% | 100.00% |
08.11.2024 | 0.80% | 106.19 % | 107.04 % | 250'000 | 250'000 | 250'000 | 250'000 | 266'040 EUR | 268'176 EUR | 99.93% | 99.93% |
07.11.2024 | 0.80% | 107.32 % | 108.18 % | 250'000 | 250'000 | 250'000 | 250'000 | 267'596 EUR | 269'746 EUR | 100.00% | 100.00% |