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% | 100.86 % | 101.56 % | 200'000 | 200'000 | 200'000 | 200'000 | 201'760 EUR | 203'160 EUR | 100.00% | 100.00% |
19.11.2024 | 0.69% | 100.85 % | 101.55 % | 200'000 | 200'000 | 200'000 | 200'000 | 201'720 EUR | 203'120 EUR | 89.36% | 89.36% |
18.11.2024 | 0.69% | 100.77 % | 101.47 % | 200'000 | 200'000 | 200'000 | 200'000 | 201'495 EUR | 202'895 EUR | 99.67% | 99.67% |
15.11.2024 | 0.69% | 100.70 % | 101.40 % | 200'000 | 200'000 | 200'000 | 200'000 | 201'394 EUR | 202'794 EUR | 100.00% | 100.00% |
14.11.2024 | 0.69% | 100.70 % | 101.40 % | 200'000 | 200'000 | 200'000 | 200'000 | 201'351 EUR | 202'751 EUR | 100.00% | 100.00% |
13.11.2024 | 0.69% | 100.47 % | 101.17 % | 200'000 | 200'000 | 200'000 | 200'000 | 201'016 EUR | 202'416 EUR | 100.00% | 100.00% |
12.11.2024 | 0.69% | 100.40 % | 101.10 % | 200'000 | 200'000 | 200'000 | 200'000 | 200'984 EUR | 202'384 EUR | 98.72% | 98.72% |
11.11.2024 | 0.69% | 100.36 % | 101.06 % | 200'000 | 200'000 | 200'000 | 200'000 | 200'904 EUR | 202'304 EUR | 100.00% | 100.00% |
08.11.2024 | 0.70% | 100.29 % | 100.99 % | 200'000 | 200'000 | 200'000 | 200'000 | 200'564 EUR | 201'964 EUR | 99.83% | 99.83% |
07.11.2024 | 0.69% | 100.29 % | 100.99 % | 200'000 | 200'000 | 200'000 | 200'000 | 200'940 EUR | 202'340 EUR | 100.00% | 100.00% |