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% | 102.47 % | 103.29 % | 250'000 | 250'000 | 250'000 | 250'000 | 257'147 EUR | 259'216 EUR | 99.93% | 99.93% |
19.11.2024 | 0.80% | 102.54 % | 103.36 % | 250'000 | 250'000 | 250'000 | 250'000 | 256'803 EUR | 258'863 EUR | 99.84% | 99.84% |
18.11.2024 | 0.80% | 103.66 % | 104.49 % | 250'000 | 250'000 | 250'000 | 250'000 | 259'351 EUR | 261'426 EUR | 100.00% | 100.00% |
15.11.2024 | 0.80% | 103.60 % | 104.43 % | 250'000 | 250'000 | 250'000 | 250'000 | 259'883 EUR | 261'973 EUR | 100.00% | 100.00% |
14.11.2024 | 0.80% | 104.97 % | 105.81 % | 250'000 | 250'000 | 250'000 | 250'000 | 261'689 EUR | 263'789 EUR | 99.93% | 99.93% |
13.11.2024 | 0.80% | 104.40 % | 105.24 % | 250'000 | 250'000 | 250'000 | 250'000 | 261'264 EUR | 263'364 EUR | 99.93% | 99.93% |
12.11.2024 | 0.80% | 104.44 % | 105.28 % | 250'000 | 250'000 | 250'000 | 250'000 | 261'612 EUR | 263'712 EUR | 99.97% | 99.97% |
11.11.2024 | 0.80% | 105.21 % | 106.06 % | 250'000 | 250'000 | 250'000 | 250'000 | 263'387 EUR | 265'511 EUR | 100.00% | 100.00% |
08.11.2024 | 0.80% | 104.85 % | 105.69 % | 250'000 | 250'000 | 250'000 | 250'000 | 262'589 EUR | 264'691 EUR | 99.84% | 99.84% |
07.11.2024 | 0.80% | 105.35 % | 106.20 % | 250'000 | 250'000 | 250'000 | 250'000 | 263'476 EUR | 265'600 EUR | 99.99% | 99.99% |