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 |
---|---|---|---|---|---|---|---|---|---|---|---|
03.12.2024 | 0.80% | 100.36 % | 101.17 % | 250'000 | 150'000 | 250'000 | 234'037 | 251'916 EUR | 237'769 EUR | 100.00% | 100.00% |
02.12.2024 | 0.80% | 101.25 % | 102.06 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'010 EUR | 254'035 EUR | 100.00% | 100.00% |
29.11.2024 | 0.80% | 100.79 % | 101.60 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'687 EUR | 253'712 EUR | 100.00% | 100.00% |
28.11.2024 | 0.80% | 100.35 % | 101.16 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'921 EUR | 252'946 EUR | 100.00% | 100.00% |
27.11.2024 | 0.80% | 99.89 % | 100.69 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'729 EUR | 252'749 EUR | 100.00% | 100.00% |
26.11.2024 | 0.80% | 100.34 % | 101.15 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'112 EUR | 253'136 EUR | 100.00% | 100.00% |
25.11.2024 | 0.80% | 100.63 % | 101.44 % | 250'000 | 180'000 | 250'000 | 238'113 | 250'771 EUR | 240'739 EUR | 97.64% | 98.03% |