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 |
---|---|---|---|---|---|---|---|---|---|---|---|
27.03.2024 | 0.25% | 114.68 % | 114.97 % | 100'000 | 100'000 | 100'000 | 100'000 | 113'964 EUR | 114'250 EUR | 99.55% | 99.55% |
26.03.2024 | 0.25% | 114.24 % | 114.53 % | 100'000 | 100'000 | 100'000 | 100'000 | 114'111 EUR | 114'397 EUR | 100.00% | 100.00% |
25.03.2024 | 0.25% | 114.26 % | 114.54 % | 100'000 | 100'000 | 100'000 | 100'000 | 114'329 EUR | 114'616 EUR | 100.00% | 100.00% |
22.03.2024 | 0.25% | 114.40 % | 114.69 % | 100'000 | 100'000 | 100'000 | 100'000 | 114'569 EUR | 114'856 EUR | 100.00% | 100.00% |
21.03.2024 | 0.25% | 114.68 % | 114.97 % | 100'000 | 100'000 | 100'000 | 100'000 | 114'464 EUR | 114'751 EUR | 100.00% | 100.00% |
20.03.2024 | 0.25% | 113.27 % | 113.56 % | 100'000 | 100'000 | 100'000 | 100'000 | 113'301 EUR | 113'585 EUR | 95.31% | 95.31% |
19.03.2024 | 0.25% | 112.72 % | 113.01 % | 100'000 | 100'000 | 100'000 | 100'000 | 112'648 EUR | 112'930 EUR | 99.88% | 99.88% |
18.03.2024 | 0.25% | 113.10 % | 113.38 % | 100'000 | 100'000 | 100'000 | 100'000 | 112'919 EUR | 113'202 EUR | 100.00% | 100.00% |
15.03.2024 | 0.25% | 112.83 % | 113.11 % | 100'000 | 100'000 | 100'000 | 100'000 | 113'153 EUR | 113'436 EUR | 100.00% | 100.00% |
14.03.2024 | 0.25% | 113.17 % | 113.45 % | 100'000 | 100'000 | 100'000 | 100'000 | 113'996 EUR | 114'282 EUR | 99.99% | 99.99% |