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 | 0.80% | 100.85 % | 101.66 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'121 EUR | 254'146 EUR | 100.00% | 100.00% |
19.11.2024 | 0.80% | 100.67 % | 101.48 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'833 EUR | 253'858 EUR | 100.00% | 100.00% |
18.11.2024 | 0.80% | 101.07 % | 101.88 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'495 EUR | 254'520 EUR | 99.98% | 99.98% |
15.11.2024 | 0.80% | 101.04 % | 101.85 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'938 EUR | 254'963 EUR | 100.00% | 100.00% |
14.11.2024 | 0.80% | 101.21 % | 102.02 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'032 EUR | 255'057 EUR | 100.00% | 100.00% |
13.11.2024 | 0.80% | 101.14 % | 101.95 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'382 EUR | 254'407 EUR | 100.00% | 100.00% |
12.11.2024 | 0.80% | 101.05 % | 101.86 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'007 EUR | 255'032 EUR | 100.00% | 100.00% |
11.11.2024 | 0.80% | 101.35 % | 102.16 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'319 EUR | 255'344 EUR | 100.00% | 100.00% |
08.11.2024 | 0.80% | 101.15 % | 101.96 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'707 EUR | 254'732 EUR | 100.00% | 100.00% |
07.11.2024 | 0.80% | 101.16 % | 101.97 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'370 EUR | 254'395 EUR | 100.00% | 100.00% |