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% | 101.38 % | 101.88 % | 500'000 | 500'000 | 500'000 | 500'000 | 506'915 EUR | 509'415 EUR | 99.39% | 99.39% |
19.11.2024 | 0.49% | 101.41 % | 101.91 % | 500'000 | 500'000 | 500'000 | 500'000 | 507'085 EUR | 509'585 EUR | 88.75% | 88.75% |
18.11.2024 | 0.49% | 101.42 % | 101.92 % | 500'000 | 500'000 | 500'000 | 500'000 | 507'176 EUR | 509'676 EUR | 99.06% | 99.06% |
15.11.2024 | 0.49% | 101.44 % | 101.94 % | 500'000 | 500'000 | 500'000 | 500'000 | 507'065 EUR | 509'565 EUR | 99.39% | 99.39% |
14.11.2024 | 0.49% | 101.41 % | 101.91 % | 500'000 | 500'000 | 500'000 | 500'000 | 506'992 EUR | 509'492 EUR | 99.39% | 99.39% |
13.11.2024 | 0.49% | 100.84 % | 101.34 % | 500'000 | 500'000 | 500'000 | 500'000 | 504'232 EUR | 506'732 EUR | 99.39% | 99.39% |
12.11.2024 | 0.49% | 100.86 % | 101.36 % | 500'000 | 500'000 | 500'000 | 500'000 | 504'433 EUR | 506'933 EUR | 98.10% | 98.10% |
11.11.2024 | 0.49% | 100.90 % | 101.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 504'383 EUR | 506'883 EUR | 99.39% | 99.39% |
08.11.2024 | 0.49% | 100.92 % | 101.42 % | 500'000 | 500'000 | 500'000 | 500'000 | 504'575 EUR | 507'075 EUR | 99.22% | 99.22% |
07.11.2024 | 0.49% | 100.90 % | 101.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 504'618 EUR | 507'118 EUR | 99.39% | 99.39% |