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% | 101.34 % | 102.04 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'106 EUR | 255'856 EUR | 100.00% | 100.00% |
19.11.2024 | 0.69% | 102.10 % | 102.80 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'171 EUR | 255'921 EUR | 89.40% | 89.40% |
18.11.2024 | 0.68% | 100.99 % | 101.69 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'933 EUR | 257'683 EUR | 99.66% | 99.66% |
15.11.2024 | 0.68% | 101.67 % | 102.37 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'750 EUR | 257'500 EUR | 100.00% | 100.00% |
14.11.2024 | 0.68% | 102.43 % | 103.13 % | 250'000 | 250'000 | 250'000 | 250'000 | 256'788 EUR | 258'538 EUR | 100.00% | 100.00% |
13.11.2024 | 0.68% | 102.87 % | 103.57 % | 250'000 | 250'000 | 250'000 | 250'000 | 257'586 EUR | 259'336 EUR | 100.00% | 100.00% |
12.11.2024 | 0.68% | 103.07 % | 103.77 % | 250'000 | 250'000 | 250'000 | 250'000 | 257'667 EUR | 259'417 EUR | 98.71% | 98.71% |
11.11.2024 | 0.68% | 102.92 % | 103.62 % | 250'000 | 250'000 | 250'000 | 250'000 | 257'839 EUR | 259'589 EUR | 100.00% | 100.00% |
08.11.2024 | 0.69% | 101.92 % | 102.62 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'276 EUR | 256'026 EUR | 99.84% | 99.84% |
07.11.2024 | 0.68% | 102.25 % | 102.95 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'756 EUR | 256'506 EUR | 100.00% | 100.00% |