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 | 0.97% | 103.18 % | 104.18 % | 150'000 | 150'000 | 150'000 | 150'000 | 153'396 EUR | 154'896 EUR | 99.98% | 99.98% |
19.11.2024 | 0.96% | 101.39 % | 102.39 % | 150'000 | 150'000 | 164'044 | 164'044 | 166'145 EUR | 167'726 EUR | 97.94% | 97.94% |
18.11.2024 | 0.80% | 103.98 % | 104.82 % | 250'000 | 250'000 | 250'000 | 250'000 | 256'114 EUR | 258'173 EUR | 100.00% | 100.00% |
15.11.2024 | 0.80% | 102.55 % | 103.37 % | 250'000 | 250'000 | 250'000 | 250'000 | 257'021 EUR | 259'085 EUR | 99.99% | 99.99% |
14.11.2024 | 0.80% | 104.35 % | 105.19 % | 250'000 | 250'000 | 250'000 | 250'000 | 256'947 EUR | 259'011 EUR | 99.97% | 99.97% |
13.11.2024 | 0.80% | 101.40 % | 102.21 % | 250'000 | 250'000 | 250'000 | 250'000 | 258'893 EUR | 260'972 EUR | 99.93% | 99.93% |
12.11.2024 | 0.80% | 106.19 % | 107.04 % | 250'000 | 250'000 | 250'000 | 250'000 | 272'164 EUR | 274'349 EUR | 99.94% | 99.94% |
11.11.2024 | 0.80% | 114.12 % | 115.04 % | 250'000 | 250'000 | 250'000 | 250'000 | 280'219 EUR | 282'467 EUR | 100.00% | 100.00% |
08.11.2024 | 0.80% | 110.79 % | 111.68 % | 250'000 | 250'000 | 250'000 | 250'000 | 280'832 EUR | 283'088 EUR | 98.75% | 98.75% |
07.11.2024 | 0.80% | 116.36 % | 117.29 % | 250'000 | 250'000 | 250'000 | 250'000 | 291'979 EUR | 294'323 EUR | 95.76% | 95.76% |