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 |
---|---|---|---|---|---|---|---|---|---|---|---|
21.09.2023 | 0.26% | 126.70 % | 127.00 % | 100'000 | 100'000 | 100'000 | 100'000 | 127'404 EUR | 127'731 EUR | 66.29% | 66.29% |
20.09.2023 | 0.25% | 129.40 % | 129.70 % | 100'000 | 100'000 | 100'000 | 100'000 | 128'967 EUR | 129'289 EUR | 100.00% | 100.00% |
19.09.2023 | 0.25% | 128.00 % | 128.30 % | 100'000 | 100'000 | 100'000 | 100'000 | 128'907 EUR | 129'231 EUR | 100.00% | 100.00% |
18.09.2023 | 0.25% | 129.00 % | 129.30 % | 100'000 | 100'000 | 100'000 | 100'000 | 129'454 EUR | 129'778 EUR | 100.00% | 100.00% |
15.09.2023 | 0.25% | 130.20 % | 130.60 % | 100'000 | 100'000 | 100'000 | 100'000 | 130'811 EUR | 131'140 EUR | 100.00% | 100.00% |
14.09.2023 | 0.25% | 130.00 % | 130.40 % | 100'000 | 100'000 | 87'109 | 87'109 | 112'485 EUR | 112'768 EUR | 100.00% | 100.00% |
13.09.2023 | 0.25% | 129.50 % | 129.80 % | 100'000 | 100'000 | 86'281 | 86'281 | 111'628 EUR | 111'908 EUR | 89.31% | 89.31% |
12.09.2023 | 0.25% | 129.60 % | 129.90 % | 100'000 | 100'000 | 100'000 | 100'000 | 129'909 EUR | 130'234 EUR | 100.00% | 100.00% |
11.09.2023 | 0.25% | 129.80 % | 130.10 % | 100'000 | 100'000 | 100'000 | 100'000 | 129'696 EUR | 130'019 EUR | 83.90% | 83.90% |
08.09.2023 | 0.25% | 129.60 % | 129.90 % | 100'000 | 100'000 | 100'000 | 100'000 | 128'792 EUR | 129'111 EUR | 100.00% | 100.00% |