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% | 104.91 % | 105.75 % | 250'000 | 250'000 | 250'000 | 250'000 | 262'714 EUR | 264'820 EUR | 100.00% | 100.00% |
19.11.2024 | 0.80% | 105.22 % | 106.07 % | 246'000 | 250'000 | 246'331 | 250'000 | 259'604 EUR | 265'589 EUR | 100.00% | 100.00% |
18.11.2024 | 0.80% | 105.31 % | 106.16 % | 250'000 | 250'000 | 250'000 | 250'000 | 263'433 EUR | 265'558 EUR | 100.00% | 100.00% |
15.11.2024 | 0.80% | 105.17 % | 106.01 % | 250'000 | 250'000 | 250'000 | 250'000 | 262'933 EUR | 265'039 EUR | 100.00% | 100.00% |
14.11.2024 | 0.80% | 105.00 % | 105.84 % | 250'000 | 250'000 | 250'000 | 250'000 | 262'085 EUR | 264'185 EUR | 100.00% | 100.00% |
13.11.2024 | 0.80% | 104.58 % | 105.42 % | 250'000 | 250'000 | 250'000 | 250'000 | 262'103 EUR | 264'203 EUR | 99.69% | 99.69% |
12.11.2024 | 0.80% | 103.12 % | 103.95 % | 250'000 | 250'000 | 250'000 | 250'000 | 258'826 EUR | 260'901 EUR | 100.00% | 100.00% |
11.11.2024 | 0.80% | 103.52 % | 104.35 % | 250'000 | 250'000 | 250'000 | 250'000 | 259'250 EUR | 261'325 EUR | 100.00% | 100.00% |
08.11.2024 | 0.80% | 103.10 % | 103.93 % | 250'000 | 250'000 | 250'000 | 250'000 | 257'836 EUR | 259'911 EUR | 99.89% | 99.89% |
07.11.2024 | 0.80% | 103.00 % | 103.83 % | 250'000 | 250'000 | 250'000 | 250'000 | 257'464 EUR | 259'538 EUR | 100.00% | 100.00% |