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 | 0.82% | 97.12 % | 97.92 % | 250'000 | 250'000 | 250'000 | 250'000 | 242'956 EUR | 244'956 EUR | 100.00% | 100.00% |
19.11.2024 | 0.82% | 96.87 % | 97.67 % | 250'000 | 250'000 | 250'000 | 250'000 | 243'009 EUR | 245'009 EUR | 99.93% | 99.93% |
18.11.2024 | 0.82% | 96.83 % | 97.63 % | 250'000 | 250'000 | 250'000 | 250'000 | 241'727 EUR | 243'727 EUR | 100.00% | 100.00% |
15.11.2024 | 0.81% | 98.84 % | 99.64 % | 250'000 | 250'000 | 250'000 | 250'000 | 247'154 EUR | 249'154 EUR | 100.00% | 100.00% |
14.11.2024 | 0.81% | 98.75 % | 99.55 % | 250'000 | 250'000 | 250'000 | 250'000 | 246'434 EUR | 248'434 EUR | 99.93% | 99.93% |
13.11.2024 | 0.80% | 98.95 % | 99.75 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'312 EUR | 251'322 EUR | 100.00% | 100.00% |
12.11.2024 | 0.80% | 100.25 % | 101.06 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'474 EUR | 253'498 EUR | 100.00% | 100.00% |
11.11.2024 | 0.80% | 101.01 % | 101.82 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'123 EUR | 255'151 EUR | 100.00% | 100.00% |
08.11.2024 | 0.80% | 101.50 % | 102.32 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'597 EUR | 256'647 EUR | 100.00% | 100.00% |
07.11.2024 | 0.80% | 102.08 % | 102.90 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'860 EUR | 255'901 EUR | 100.00% | 100.00% |