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% | 101.20 % | 102.01 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'000 EUR | 255'025 EUR | 100.00% | 100.00% |
19.11.2024 | 0.80% | 101.23 % | 102.04 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'106 EUR | 255'131 EUR | 100.00% | 100.00% |
18.11.2024 | 0.80% | 101.27 % | 102.08 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'188 EUR | 255'213 EUR | 100.00% | 100.00% |
15.11.2024 | 0.80% | 101.32 % | 102.13 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'300 EUR | 255'325 EUR | 100.00% | 100.00% |
14.11.2024 | 0.80% | 101.33 % | 102.14 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'162 EUR | 255'187 EUR | 100.00% | 100.00% |
13.11.2024 | 0.80% | 101.24 % | 102.05 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'100 EUR | 255'125 EUR | 100.00% | 100.00% |
12.11.2024 | 0.80% | 101.27 % | 102.08 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'077 EUR | 255'102 EUR | 100.00% | 100.00% |
11.11.2024 | 0.80% | 101.19 % | 102.00 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'125 EUR | 255'150 EUR | 100.00% | 100.00% |
08.11.2024 | 0.80% | 101.24 % | 102.05 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'126 EUR | 255'151 EUR | 100.00% | 100.00% |
07.11.2024 | 0.80% | 101.27 % | 102.08 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'997 EUR | 255'022 EUR | 100.00% | 100.00% |