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 | 0.47% | 104.86 % | 105.36 % | 250'000 | 250'000 | 250'000 | 250'000 | 262'626 EUR | 263'876 EUR | 100.00% | 100.00% |
19.11.2024 | 0.48% | 104.89 % | 105.39 % | 250'000 | 250'000 | 250'000 | 250'000 | 261'782 EUR | 263'032 EUR | 89.38% | 89.38% |
18.11.2024 | 0.47% | 105.09 % | 105.59 % | 250'000 | 250'000 | 250'000 | 250'000 | 262'586 EUR | 263'836 EUR | 99.68% | 99.68% |
15.11.2024 | 0.48% | 104.95 % | 105.45 % | 250'000 | 250'000 | 250'000 | 250'000 | 262'373 EUR | 263'623 EUR | 100.00% | 100.00% |
14.11.2024 | 0.48% | 104.55 % | 105.05 % | 250'000 | 250'000 | 250'000 | 250'000 | 260'789 EUR | 262'039 EUR | 100.00% | 100.00% |
13.11.2024 | 0.48% | 103.90 % | 104.40 % | 250'000 | 250'000 | 250'000 | 250'000 | 260'124 EUR | 261'374 EUR | 100.00% | 100.00% |
12.11.2024 | 0.48% | 104.03 % | 104.53 % | 250'000 | 250'000 | 250'000 | 250'000 | 260'943 EUR | 262'193 EUR | 98.75% | 98.75% |
11.11.2024 | 0.48% | 104.50 % | 105.00 % | 250'000 | 250'000 | 250'000 | 250'000 | 261'423 EUR | 262'673 EUR | 100.00% | 100.00% |
08.11.2024 | 0.48% | 104.27 % | 104.77 % | 250'000 | 250'000 | 250'000 | 250'000 | 260'959 EUR | 262'209 EUR | 99.85% | 99.85% |
07.11.2024 | 0.48% | 104.49 % | 104.99 % | 250'000 | 250'000 | 250'000 | 250'000 | 260'516 EUR | 261'766 EUR | 100.00% | 100.00% |