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 | 0.58% | 102.29 % | 102.89 % | 250'000 | 250'000 | 250'000 | 250'000 | 256'361 EUR | 257'861 EUR | 100.00% | 100.00% |
19.11.2024 | 0.59% | 102.44 % | 103.04 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'305 EUR | 256'805 EUR | 89.38% | 89.38% |
18.11.2024 | 0.58% | 102.68 % | 103.28 % | 250'000 | 250'000 | 250'000 | 250'000 | 256'548 EUR | 258'048 EUR | 99.66% | 99.66% |
15.11.2024 | 0.58% | 102.57 % | 103.17 % | 250'000 | 250'000 | 250'000 | 250'000 | 256'833 EUR | 258'333 EUR | 100.00% | 100.00% |
14.11.2024 | 0.58% | 102.74 % | 103.34 % | 250'000 | 250'000 | 250'000 | 250'000 | 256'870 EUR | 258'370 EUR | 100.00% | 100.00% |
13.11.2024 | 0.58% | 102.41 % | 103.01 % | 250'000 | 250'000 | 250'000 | 250'000 | 256'433 EUR | 257'933 EUR | 100.00% | 100.00% |
12.11.2024 | 0.58% | 102.62 % | 103.22 % | 250'000 | 250'000 | 250'000 | 250'000 | 257'974 EUR | 259'474 EUR | 98.75% | 98.75% |
11.11.2024 | 0.58% | 103.41 % | 104.01 % | 250'000 | 250'000 | 250'000 | 250'000 | 258'373 EUR | 259'873 EUR | 100.00% | 100.00% |
08.11.2024 | 0.58% | 102.72 % | 103.32 % | 250'000 | 250'000 | 250'000 | 250'000 | 256'593 EUR | 258'093 EUR | 99.83% | 99.83% |
07.11.2024 | 0.58% | 102.79 % | 103.39 % | 250'000 | 250'000 | 250'000 | 250'000 | 256'959 EUR | 258'459 EUR | 100.00% | 100.00% |