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 | 0.81% | 98.16 % | 98.96 % | 250'000 | 250'000 | 250'000 | 250'000 | 245'527 EUR | 247'527 EUR | 99.98% | 99.98% |
19.11.2024 | 0.80% | 101.22 % | 102.03 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'759 EUR | 254'786 EUR | 99.82% | 99.82% |
18.11.2024 | 0.80% | 101.59 % | 102.41 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'430 EUR | 255'457 EUR | 100.00% | 100.00% |
15.11.2024 | 0.80% | 101.19 % | 102.00 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'076 EUR | 255'101 EUR | 100.00% | 100.00% |
14.11.2024 | 0.80% | 101.07 % | 101.88 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'694 EUR | 253'718 EUR | 100.00% | 100.00% |
13.11.2024 | 0.80% | 100.11 % | 100.91 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'103 EUR | 253'121 EUR | 99.91% | 99.91% |
12.11.2024 | 0.80% | 100.87 % | 101.68 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'415 EUR | 255'451 EUR | 100.00% | 100.00% |
11.11.2024 | 0.80% | 101.52 % | 102.34 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'594 EUR | 255'632 EUR | 100.00% | 100.00% |
08.11.2024 | 0.80% | 101.18 % | 101.99 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'858 EUR | 254'883 EUR | 100.00% | 100.00% |
07.11.2024 | 0.80% | 101.12 % | 101.93 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'716 EUR | 254'741 EUR | 100.00% | 100.00% |