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% | 101.20 % | 101.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 507'189 EUR | 509'689 EUR | 100.00% | 100.00% |
19.11.2024 | 0.49% | 101.30 % | 101.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 506'181 EUR | 508'681 EUR | 100.00% | 100.00% |
18.11.2024 | 0.49% | 101.35 % | 101.85 % | 500'000 | 500'000 | 500'000 | 500'000 | 506'733 EUR | 509'233 EUR | 100.00% | 100.00% |
15.11.2024 | 0.49% | 101.35 % | 101.85 % | 500'000 | 500'000 | 500'000 | 500'000 | 507'741 EUR | 510'241 EUR | 100.00% | 100.00% |
14.11.2024 | 0.49% | 102.50 % | 103.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 512'467 EUR | 514'967 EUR | 100.00% | 100.00% |
13.11.2024 | 0.49% | 102.25 % | 102.75 % | 500'000 | 500'000 | 500'000 | 500'000 | 511'069 EUR | 513'569 EUR | 100.00% | 100.00% |
12.11.2024 | 0.49% | 102.20 % | 102.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 511'403 EUR | 513'903 EUR | 93.32% | 93.32% |
11.11.2024 | 0.49% | 102.20 % | 102.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 510'936 EUR | 513'436 EUR | 100.00% | 100.00% |
08.11.2024 | 0.49% | 102.10 % | 102.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 510'271 EUR | 512'771 EUR | 99.75% | 99.75% |
07.11.2024 | 0.49% | 102.00 % | 102.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 509'416 EUR | 511'916 EUR | 99.90% | 99.90% |