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 |
---|---|---|---|---|---|---|---|---|---|---|---|
30.10.2024 | 0.80% | 101.03 % | 101.84 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'845 EUR | 254'870 EUR | 100.00% | 100.00% |
29.10.2024 | 0.80% | 101.25 % | 102.06 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'501 EUR | 255'538 EUR | 98.81% | 98.81% |
28.10.2024 | 0.80% | 101.46 % | 102.27 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'198 EUR | 255'225 EUR | 100.00% | 100.00% |
25.10.2024 | 0.80% | 101.16 % | 101.97 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'877 EUR | 254'902 EUR | 100.00% | 100.00% |
24.10.2024 | 0.80% | 101.15 % | 101.96 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'833 EUR | 254'858 EUR | 100.00% | 100.00% |
23.10.2024 | 0.80% | 100.76 % | 101.57 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'898 EUR | 253'923 EUR | 100.00% | 100.00% |
22.10.2024 | 0.80% | 100.78 % | 101.59 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'368 EUR | 253'393 EUR | 100.00% | 100.00% |
21.10.2024 | 0.80% | 100.55 % | 101.36 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'973 EUR | 253'998 EUR | 97.87% | 97.87% |
18.10.2024 | 0.80% | 100.86 % | 101.67 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'918 EUR | 253'943 EUR | 100.00% | 100.00% |
17.10.2024 | 0.80% | 100.66 % | 101.47 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'611 EUR | 253'636 EUR | 100.00% | 100.00% |