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 | 0.70% | 99.46 % | 100.16 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'318 EUR | 252'068 EUR | 100.00% | 100.00% |
19.11.2024 | 0.70% | 99.88 % | 100.58 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'122 EUR | 250'872 EUR | 89.38% | 89.38% |
18.11.2024 | 0.69% | 100.14 % | 100.84 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'201 EUR | 252'951 EUR | 99.68% | 99.68% |
15.11.2024 | 0.69% | 100.78 % | 101.48 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'359 EUR | 255'109 EUR | 99.35% | 99.35% |
14.11.2024 | 0.69% | 101.53 % | 102.23 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'445 EUR | 255'195 EUR | 100.00% | 100.00% |
13.11.2024 | 0.69% | 101.25 % | 101.95 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'864 EUR | 255'614 EUR | 100.00% | 100.00% |
12.11.2024 | 0.69% | 101.37 % | 102.07 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'280 EUR | 256'030 EUR | 98.75% | 98.75% |
11.11.2024 | 0.69% | 101.61 % | 102.31 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'211 EUR | 255'961 EUR | 98.46% | 98.46% |
08.11.2024 | 0.69% | 101.78 % | 102.48 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'321 EUR | 256'071 EUR | 99.84% | 99.84% |
07.11.2024 | 0.68% | 102.00 % | 102.70 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'773 EUR | 256'523 EUR | 100.00% | 100.00% |