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 | 0.77% | 102.90 % | 103.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 514'866 EUR | 518'866 EUR | 97.95% | 97.95% |
19.11.2024 | 0.97% | 102.50 % | 103.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 512'487 EUR | 517'487 EUR | 100.00% | 100.00% |
18.11.2024 | 0.97% | 102.80 % | 103.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 514'169 EUR | 519'169 EUR | 100.00% | 100.00% |
15.11.2024 | 0.78% | 102.60 % | 103.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 512'989 EUR | 516'989 EUR | 97.21% | 97.21% |
14.11.2024 | 0.77% | 103.00 % | 103.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 515'000 EUR | 519'000 EUR | 99.23% | 99.23% |
13.11.2024 | 0.97% | 102.80 % | 103.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 514'004 EUR | 519'004 EUR | 100.00% | 100.00% |
12.11.2024 | 0.97% | 102.90 % | 103.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 514'880 EUR | 519'880 EUR | 100.00% | 100.00% |
11.11.2024 | 0.78% | 102.70 % | 103.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 513'405 EUR | 517'405 EUR | 100.00% | 100.00% |
08.11.2024 | 0.77% | 103.00 % | 103.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 515'000 EUR | 519'000 EUR | 100.00% | 100.00% |
07.11.2024 | 0.97% | 103.00 % | 104.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 514'912 EUR | 519'912 EUR | 99.76% | 99.76% |