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 | 0.50% | 100.47 % | 100.97 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'243 EUR | 252'493 EUR | 100.00% | 100.00% |
19.11.2024 | 0.50% | 100.46 % | 100.96 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'112 EUR | 252'362 EUR | 89.37% | 89.37% |
18.11.2024 | 0.50% | 100.58 % | 101.08 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'748 EUR | 252'998 EUR | 99.66% | 99.66% |
15.11.2024 | 0.49% | 100.77 % | 101.27 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'077 EUR | 253'327 EUR | 100.00% | 100.00% |
14.11.2024 | 0.49% | 100.89 % | 101.39 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'466 EUR | 253'716 EUR | 100.00% | 100.00% |
13.11.2024 | 0.49% | 101.14 % | 101.64 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'531 EUR | 253'781 EUR | 100.00% | 100.00% |
12.11.2024 | 0.49% | 101.04 % | 101.54 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'744 EUR | 253'994 EUR | 98.72% | 98.72% |
11.11.2024 | 0.49% | 101.16 % | 101.66 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'892 EUR | 254'142 EUR | 100.00% | 100.00% |
08.11.2024 | 0.48% | 103.92 % | 104.42 % | 250'000 | 250'000 | 250'000 | 250'000 | 260'024 EUR | 261'274 EUR | 99.82% | 99.82% |
07.11.2024 | 0.48% | 104.00 % | 104.50 % | 250'000 | 250'000 | 250'000 | 250'000 | 259'958 EUR | 261'208 EUR | 100.00% | 100.00% |