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% | 101.15 % | 101.65 % | 500'000 | 500'000 | 500'000 | 500'000 | 506'639 EUR | 509'139 EUR | 100.00% | 100.00% |
19.11.2024 | 0.49% | 101.15 % | 101.65 % | 500'000 | 500'000 | 500'000 | 500'000 | 505'420 EUR | 507'920 EUR | 100.00% | 100.00% |
18.11.2024 | 0.49% | 101.20 % | 101.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 505'877 EUR | 508'377 EUR | 100.00% | 100.00% |
15.11.2024 | 0.49% | 101.10 % | 101.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 506'202 EUR | 508'702 EUR | 100.00% | 100.00% |
14.11.2024 | 0.49% | 101.50 % | 102.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 507'506 EUR | 510'006 EUR | 100.00% | 100.00% |
13.11.2024 | 0.49% | 101.45 % | 101.95 % | 500'000 | 500'000 | 500'000 | 500'000 | 506'968 EUR | 509'468 EUR | 100.00% | 100.00% |
12.11.2024 | 0.49% | 100.95 % | 101.45 % | 500'000 | 500'000 | 500'000 | 500'000 | 505'218 EUR | 507'718 EUR | 95.19% | 95.19% |
11.11.2024 | 0.49% | 100.80 % | 101.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 504'468 EUR | 506'968 EUR | 100.00% | 100.00% |
08.11.2024 | 0.49% | 101.65 % | 102.15 % | 500'000 | 500'000 | 500'000 | 500'000 | 508'011 EUR | 510'511 EUR | 99.36% | 99.36% |
07.11.2024 | 0.49% | 101.85 % | 102.35 % | 500'000 | 500'000 | 500'000 | 500'000 | 509'148 EUR | 511'648 EUR | 40.72% | 40.72% |