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% | 103.83 % | 104.66 % | 250'000 | 250'000 | 250'000 | 250'000 | 259'431 EUR | 261'508 EUR | 100.00% | 100.00% |
19.11.2024 | 0.80% | 105.29 % | 106.14 % | 250'000 | 250'000 | 250'000 | 250'000 | 263'747 EUR | 265'862 EUR | 100.00% | 100.00% |
18.11.2024 | 0.80% | 106.55 % | 107.41 % | 250'000 | 250'000 | 250'000 | 250'000 | 265'332 EUR | 267'460 EUR | 100.00% | 100.00% |
15.11.2024 | 0.80% | 106.28 % | 107.13 % | 250'000 | 250'000 | 250'000 | 250'000 | 266'152 EUR | 268'288 EUR | 100.00% | 100.00% |
14.11.2024 | 0.80% | 105.96 % | 106.81 % | 250'000 | 250'000 | 250'000 | 250'000 | 263'446 EUR | 265'567 EUR | 99.99% | 99.99% |
13.11.2024 | 0.80% | 104.02 % | 104.86 % | 250'000 | 250'000 | 250'000 | 250'000 | 259'562 EUR | 261'641 EUR | 99.99% | 99.99% |
12.11.2024 | 0.80% | 104.14 % | 104.98 % | 250'000 | 250'000 | 250'000 | 250'000 | 261'000 EUR | 263'100 EUR | 100.00% | 100.00% |
11.11.2024 | 0.80% | 104.93 % | 105.77 % | 250'000 | 250'000 | 250'000 | 250'000 | 262'017 EUR | 264'117 EUR | 100.00% | 100.00% |
08.11.2024 | 0.80% | 104.66 % | 105.50 % | 250'000 | 250'000 | 250'000 | 250'000 | 261'775 EUR | 263'875 EUR | 100.00% | 100.00% |
07.11.2024 | 0.80% | 105.07 % | 105.91 % | 250'000 | 250'000 | 250'000 | 250'000 | 262'091 EUR | 264'191 EUR | 100.00% | 100.00% |