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 | 0.69% | 100.33 % | 101.03 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'396 EUR | 253'146 EUR | 100.00% | 100.00% |
19.11.2024 | 0.70% | 100.36 % | 101.06 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'909 EUR | 252'659 EUR | 89.38% | 89.38% |
18.11.2024 | 0.70% | 100.40 % | 101.10 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'834 EUR | 252'584 EUR | 99.68% | 99.68% |
15.11.2024 | 0.69% | 100.30 % | 101.00 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'394 EUR | 253'144 EUR | 100.00% | 100.00% |
14.11.2024 | 0.69% | 100.60 % | 101.30 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'624 EUR | 253'374 EUR | 100.00% | 100.00% |
13.11.2024 | 0.69% | 100.53 % | 101.23 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'223 EUR | 252'973 EUR | 100.00% | 100.00% |
12.11.2024 | 0.69% | 100.43 % | 101.13 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'043 EUR | 252'793 EUR | 98.75% | 98.75% |
11.11.2024 | 0.69% | 100.39 % | 101.09 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'309 EUR | 253'059 EUR | 100.00% | 100.00% |
08.11.2024 | 0.69% | 100.46 % | 101.16 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'969 EUR | 252'719 EUR | 99.85% | 99.85% |
07.11.2024 | 0.70% | 100.30 % | 101.00 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'380 EUR | 252'130 EUR | 100.00% | 100.00% |