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 | 0.78% | 101.60 % | 102.40 % | 500'000 | 500'000 | 143'236 | 143'236 | 145'541 EUR | 146'687 EUR | 98.58% | 98.58% |
19.11.2024 | 0.98% | 101.60 % | 102.60 % | 500'000 | 500'000 | 148'162 | 148'162 | 150'513 EUR | 151'995 EUR | 100.00% | 100.00% |
18.11.2024 | 0.98% | 101.70 % | 102.70 % | 500'000 | 500'000 | 148'347 | 148'347 | 150'868 EUR | 152'352 EUR | 100.00% | 100.00% |
15.11.2024 | 0.78% | 101.70 % | 102.50 % | 500'000 | 500'000 | 148'296 | 148'296 | 150'822 EUR | 152'008 EUR | 100.00% | 100.00% |
14.11.2024 | 0.79% | 101.80 % | 102.60 % | 500'000 | 500'000 | 148'047 | 148'047 | 150'696 EUR | 151'882 EUR | 100.00% | 100.00% |
13.11.2024 | 3.32% | 101.60 % | 102.60 % | 500'000 | 500'000 | 147'929 | 147'929 | 150'298 EUR | 152'997 EUR | 100.00% | 100.00% |
12.11.2024 | 2.07% | 101.60 % | 102.60 % | 500'000 | 500'000 | 147'973 | 147'973 | 150'399 EUR | 152'448 EUR | 100.00% | 100.00% |
11.11.2024 | 0.78% | 101.90 % | 102.70 % | 500'000 | 500'000 | 148'351 | 148'351 | 151'170 EUR | 152'357 EUR | 100.00% | 100.00% |
08.11.2024 | 0.78% | 101.80 % | 102.60 % | 500'000 | 500'000 | 148'181 | 148'181 | 150'850 EUR | 152'035 EUR | 100.00% | 100.00% |
07.11.2024 | 0.98% | 101.80 % | 102.80 % | 500'000 | 500'000 | 147'951 | 147'951 | 150'600 EUR | 152'081 EUR | 100.00% | 100.00% |