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% | 99.73 % | 100.53 % | 250'000 | 1'000 | 250'000 | 1'000 | 249'780 EUR | 1'007 EUR | 100.00% | 100.00% |
19.11.2024 | 0.80% | 100.03 % | 100.83 % | 250'000 | 1'000 | 250'000 | 1'000 | 249'980 EUR | 1'008 EUR | 99.40% | 99.40% |
18.11.2024 | 0.80% | 100.56 % | 101.37 % | 250'000 | 1'000 | 250'000 | 1'000 | 251'528 EUR | 1'014 EUR | 100.00% | 100.00% |
15.11.2024 | 0.80% | 100.77 % | 101.58 % | 250'000 | 1'000 | 250'000 | 1'000 | 252'039 EUR | 1'016 EUR | 100.00% | 100.00% |
14.11.2024 | 0.80% | 100.24 % | 101.05 % | 250'000 | 1'000 | 250'000 | 1'000 | 250'551 EUR | 1'010 EUR | 100.00% | 100.00% |
13.11.2024 | 0.80% | 99.97 % | 100.77 % | 250'000 | 1'000 | 250'000 | 1'000 | 250'292 EUR | 1'009 EUR | 100.00% | 100.00% |
12.11.2024 | 0.80% | 100.51 % | 101.32 % | 250'000 | 1'000 | 250'000 | 1'000 | 252'224 EUR | 1'017 EUR | 100.00% | 100.00% |
11.11.2024 | 0.80% | 101.41 % | 102.22 % | 250'000 | 1'000 | 250'000 | 1'000 | 253'710 EUR | 1'023 EUR | 100.00% | 100.00% |
08.11.2024 | 0.80% | 100.97 % | 101.78 % | 250'000 | 1'000 | 250'000 | 1'000 | 252'254 EUR | 1'017 EUR | 100.00% | 100.00% |
07.11.2024 | 0.80% | 100.99 % | 101.80 % | 250'000 | 1'000 | 250'000 | 1'000 | 253'044 EUR | 1'020 EUR | 100.00% | 100.00% |