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 | 0.49% | 100.89 % | 101.39 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'423 EUR | 253'673 EUR | 100.00% | 100.00% |
19.11.2024 | 0.50% | 100.80 % | 101.30 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'426 EUR | 252'676 EUR | 89.36% | 89.36% |
18.11.2024 | 0.49% | 101.46 % | 101.96 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'361 EUR | 254'611 EUR | 99.66% | 99.66% |
15.11.2024 | 0.49% | 101.40 % | 101.90 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'065 EUR | 255'315 EUR | 100.00% | 100.00% |
14.11.2024 | 0.49% | 101.91 % | 102.41 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'128 EUR | 255'378 EUR | 100.00% | 100.00% |
13.11.2024 | 0.49% | 101.29 % | 101.79 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'919 EUR | 254'169 EUR | 100.00% | 100.00% |
12.11.2024 | 0.49% | 101.15 % | 101.65 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'879 EUR | 255'129 EUR | 98.72% | 98.72% |
11.11.2024 | 0.49% | 101.86 % | 102.36 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'558 EUR | 255'808 EUR | 100.00% | 100.00% |
08.11.2024 | 0.49% | 101.46 % | 101.96 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'188 EUR | 254'438 EUR | 99.83% | 99.83% |
07.11.2024 | 0.49% | 101.40 % | 101.90 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'904 EUR | 254'154 EUR | 100.00% | 100.00% |