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 | 0.50% | 100.08 % | 100.58 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'721 EUR | 252'971 EUR | 100.00% | 100.00% |
19.11.2024 | 0.50% | 100.26 % | 100.76 % | 250'000 | 250'000 | 250'000 | 249'998 | 249'735 EUR | 250'984 EUR | 89.38% | 89.38% |
18.11.2024 | 0.50% | 100.72 % | 101.22 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'797 EUR | 253'047 EUR | 99.68% | 99.68% |
15.11.2024 | 0.50% | 100.66 % | 101.16 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'479 EUR | 252'729 EUR | 100.00% | 100.00% |
14.11.2024 | 0.50% | 99.39 % | 99.89 % | 250'000 | 250'000 | 250'000 | 250'000 | 247'088 EUR | 248'338 EUR | 100.00% | 100.00% |
13.11.2024 | 0.51% | 97.86 % | 98.36 % | 250'000 | 250'000 | 250'000 | 250'000 | 245'785 EUR | 247'035 EUR | 100.00% | 100.00% |
12.11.2024 | 0.50% | 98.44 % | 98.94 % | 250'000 | 250'000 | 250'000 | 250'000 | 248'327 EUR | 249'577 EUR | 98.75% | 98.75% |
11.11.2024 | 0.50% | 99.85 % | 100.35 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'123 EUR | 251'373 EUR | 100.00% | 100.00% |
08.11.2024 | 0.50% | 99.44 % | 99.94 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'059 EUR | 250'309 EUR | 99.85% | 99.85% |
07.11.2024 | 0.50% | 100.82 % | 101.32 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'442 EUR | 251'692 EUR | 100.00% | 100.00% |