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 | 0.30% | 99.88 % | 100.18 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'926 EUR | 250'676 EUR | 99.99% | 99.99% |
19.11.2024 | 0.30% | 99.89 % | 100.19 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'302 EUR | 250'052 EUR | 99.99% | 99.99% |
18.11.2024 | 0.80% | 99.20 % | 100.00 % | 250'000 | 127'000 | 250'000 | 221'992 | 248'268 EUR | 222'263 EUR | 78.14% | 100.00% |
15.11.2024 | 0.80% | 100.59 % | 101.40 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'585 EUR | 254'610 EUR | 100.00% | 100.00% |
14.11.2024 | 0.80% | 101.41 % | 102.22 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'368 EUR | 255'393 EUR | 100.00% | 100.00% |
13.11.2024 | 0.80% | 101.20 % | 102.01 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'641 EUR | 254'666 EUR | 100.00% | 100.00% |
12.11.2024 | 0.80% | 100.98 % | 101.79 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'320 EUR | 254'345 EUR | 99.99% | 99.99% |
11.11.2024 | 0.80% | 100.76 % | 101.57 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'037 EUR | 254'062 EUR | 100.00% | 100.00% |
08.11.2024 | 0.80% | 100.70 % | 101.51 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'053 EUR | 254'078 EUR | 100.00% | 100.00% |
07.11.2024 | 0.80% | 99.30 % | 100.10 % | 250'000 | 170'000 | 250'000 | 185'493 | 248'282 EUR | 185'710 EUR | 100.00% | 100.00% |