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% | 100.37 % | 101.18 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'892 EUR | 252'917 EUR | 100.00% | 100.00% |
19.11.2024 | 0.80% | 100.12 % | 100.92 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'282 EUR | 252'284 EUR | 100.00% | 100.00% |
18.11.2024 | 0.80% | 99.96 % | 100.76 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'030 EUR | 252'031 EUR | 100.00% | 100.00% |
15.11.2024 | 0.80% | 99.85 % | 100.65 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'305 EUR | 252'305 EUR | 100.00% | 100.00% |
14.11.2024 | 0.80% | 100.13 % | 100.93 % | 250'000 | 250'000 | 250'000 | 250'000 | 248'526 EUR | 250'526 EUR | 85.97% | 85.97% |
13.11.2024 | 0.81% | 98.28 % | 99.08 % | 250'000 | 250'000 | 250'000 | 250'000 | 244'676 EUR | 246'676 EUR | 99.92% | 99.92% |
12.11.2024 | 0.82% | 97.46 % | 98.26 % | 250'000 | 250'000 | 250'000 | 250'000 | 243'592 EUR | 245'592 EUR | 100.00% | 100.00% |
11.11.2024 | 0.82% | 97.70 % | 98.50 % | 250'000 | 250'000 | 250'000 | 250'000 | 243'500 EUR | 245'500 EUR | 99.95% | 99.95% |
08.11.2024 | 0.83% | 96.04 % | 96.84 % | 250'000 | 250'000 | 250'000 | 250'000 | 241'230 EUR | 243'230 EUR | 100.00% | 100.00% |
07.11.2024 | 0.85% | 96.83 % | 97.63 % | 250'000 | 250'000 | 250'000 | 250'000 | 234'359 EUR | 236'359 EUR | 77.16% | 77.16% |