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% | 104.83 % | 105.67 % | 250'000 | 250'000 | 250'000 | 250'000 | 262'492 EUR | 264'592 EUR | 100.00% | 100.00% |
19.11.2024 | 0.80% | 104.75 % | 105.59 % | 250'000 | 250'000 | 250'000 | 250'000 | 262'019 EUR | 264'123 EUR | 99.99% | 99.99% |
18.11.2024 | 0.80% | 105.22 % | 106.07 % | 250'000 | 250'000 | 250'000 | 250'000 | 262'783 EUR | 264'884 EUR | 100.00% | 100.00% |
15.11.2024 | 0.80% | 104.75 % | 105.59 % | 250'000 | 250'000 | 250'000 | 250'000 | 261'889 EUR | 263'989 EUR | 100.00% | 100.00% |
14.11.2024 | 0.80% | 104.56 % | 105.40 % | 250'000 | 250'000 | 250'000 | 250'000 | 261'258 EUR | 263'358 EUR | 100.00% | 100.00% |
13.11.2024 | 0.80% | 104.26 % | 105.10 % | 250'000 | 250'000 | 250'000 | 250'000 | 260'587 EUR | 262'687 EUR | 99.88% | 99.88% |
12.11.2024 | 0.80% | 104.22 % | 105.06 % | 250'000 | 250'000 | 250'000 | 250'000 | 261'255 EUR | 263'355 EUR | 100.00% | 100.00% |
11.11.2024 | 0.80% | 104.92 % | 105.76 % | 250'000 | 250'000 | 250'000 | 250'000 | 262'372 EUR | 264'472 EUR | 100.00% | 100.00% |
08.11.2024 | 0.80% | 104.81 % | 105.65 % | 250'000 | 250'000 | 250'000 | 250'000 | 261'886 EUR | 263'986 EUR | 99.93% | 99.93% |
07.11.2024 | 0.80% | 104.72 % | 105.56 % | 250'000 | 250'000 | 250'000 | 250'000 | 261'777 EUR | 263'877 EUR | 100.00% | 100.00% |