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 | 0.56% | 106.17 % | 106.77 % | 250'000 | 250'000 | 250'000 | 250'000 | 265'509 EUR | 267'009 EUR | 100.00% | 100.00% |
19.11.2024 | 0.57% | 105.76 % | 106.36 % | 250'000 | 250'000 | 250'000 | 250'000 | 264'220 EUR | 265'720 EUR | 89.38% | 89.38% |
18.11.2024 | 0.56% | 105.91 % | 106.51 % | 250'000 | 250'000 | 250'000 | 250'000 | 264'777 EUR | 266'277 EUR | 99.68% | 99.68% |
15.11.2024 | 0.57% | 105.83 % | 106.43 % | 250'000 | 250'000 | 250'000 | 250'000 | 264'676 EUR | 266'176 EUR | 100.00% | 100.00% |
14.11.2024 | 0.57% | 105.56 % | 106.16 % | 250'000 | 250'000 | 250'000 | 250'000 | 263'533 EUR | 265'033 EUR | 100.00% | 100.00% |
13.11.2024 | 0.57% | 104.95 % | 105.55 % | 250'000 | 250'000 | 250'000 | 250'000 | 262'482 EUR | 263'982 EUR | 100.00% | 100.00% |
12.11.2024 | 0.57% | 104.95 % | 105.55 % | 250'000 | 250'000 | 250'000 | 250'000 | 263'034 EUR | 264'534 EUR | 98.75% | 98.75% |
11.11.2024 | 0.57% | 105.36 % | 105.96 % | 250'000 | 250'000 | 250'000 | 250'000 | 263'314 EUR | 264'814 EUR | 100.00% | 100.00% |
08.11.2024 | 0.57% | 104.74 % | 105.34 % | 250'000 | 250'000 | 250'000 | 250'000 | 261'987 EUR | 263'487 EUR | 99.85% | 99.85% |
07.11.2024 | 0.57% | 105.19 % | 105.79 % | 250'000 | 250'000 | 250'000 | 250'000 | 262'942 EUR | 264'442 EUR | 100.00% | 100.00% |