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% | 99.74 % | 100.54 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'803 EUR | 251'803 EUR | 99.98% | 99.98% |
19.11.2024 | 0.80% | 99.64 % | 100.44 % | 250'000 | 245'000 | 250'000 | 245'100 | 249'250 EUR | 246'326 EUR | 99.99% | 99.99% |
18.11.2024 | 0.80% | 100.53 % | 101.34 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'969 EUR | 252'987 EUR | 100.00% | 100.00% |
15.11.2024 | 0.80% | 100.69 % | 101.50 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'045 EUR | 254'070 EUR | 99.98% | 99.98% |
14.11.2024 | 0.80% | 100.63 % | 101.44 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'186 EUR | 253'211 EUR | 100.00% | 100.00% |
13.11.2024 | 0.80% | 100.50 % | 101.31 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'199 EUR | 253'222 EUR | 100.00% | 100.00% |
12.11.2024 | 0.80% | 100.30 % | 101.11 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'806 EUR | 253'831 EUR | 100.00% | 100.00% |
11.11.2024 | 0.80% | 101.74 % | 102.56 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'507 EUR | 256'555 EUR | 100.00% | 100.00% |
08.11.2024 | 0.80% | 101.55 % | 102.37 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'686 EUR | 255'724 EUR | 100.00% | 100.00% |
07.11.2024 | 0.80% | 101.52 % | 102.34 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'852 EUR | 255'894 EUR | 100.00% | 100.00% |