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% | 101.90 % | 102.72 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'150 EUR | 257'200 EUR | 100.00% | 100.00% |
19.11.2024 | 0.80% | 102.02 % | 102.84 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'094 EUR | 257'144 EUR | 99.99% | 99.99% |
18.11.2024 | 0.80% | 102.24 % | 103.06 % | 220'000 | 250'000 | 224'459 | 250'000 | 229'459 EUR | 257'622 EUR | 100.00% | 100.00% |
15.11.2024 | 0.80% | 101.84 % | 102.66 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'704 EUR | 256'754 EUR | 100.00% | 100.00% |
14.11.2024 | 0.80% | 101.91 % | 102.73 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'696 EUR | 256'746 EUR | 99.93% | 99.93% |
13.11.2024 | 0.80% | 101.62 % | 102.44 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'307 EUR | 256'357 EUR | 99.98% | 99.98% |
12.11.2024 | 0.80% | 101.65 % | 102.47 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'689 EUR | 256'739 EUR | 100.00% | 100.00% |
11.11.2024 | 0.80% | 101.95 % | 102.77 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'577 EUR | 256'627 EUR | 100.00% | 100.00% |
08.11.2024 | 0.80% | 101.42 % | 102.23 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'532 EUR | 255'570 EUR | 99.92% | 99.92% |
07.11.2024 | 0.80% | 101.42 % | 102.23 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'713 EUR | 255'749 EUR | 100.00% | 100.00% |