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 | 0.47% | 106.91 % | 107.41 % | 500'000 | 500'000 | 500'000 | 500'000 | 534'550 EUR | 537'050 EUR | 100.00% | 100.00% |
19.11.2024 | 0.47% | 106.90 % | 107.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 534'500 EUR | 537'000 EUR | 89.38% | 89.38% |
18.11.2024 | 0.47% | 106.89 % | 107.39 % | 500'000 | 500'000 | 500'000 | 500'000 | 534'450 EUR | 536'950 EUR | 99.67% | 99.67% |
15.11.2024 | 0.47% | 106.88 % | 107.38 % | 500'000 | 500'000 | 500'000 | 500'000 | 534'400 EUR | 536'900 EUR | 100.00% | 100.00% |
14.11.2024 | 0.47% | 106.87 % | 107.37 % | 500'000 | 500'000 | 500'000 | 500'000 | 534'350 EUR | 536'850 EUR | 100.00% | 100.00% |
13.11.2024 | 0.47% | 106.84 % | 107.34 % | 500'000 | 500'000 | 500'000 | 500'000 | 534'200 EUR | 536'700 EUR | 100.00% | 100.00% |
12.11.2024 | 0.47% | 106.83 % | 107.33 % | 500'000 | 500'000 | 500'000 | 500'000 | 534'150 EUR | 536'650 EUR | 98.71% | 98.71% |
11.11.2024 | 0.47% | 106.82 % | 107.32 % | 500'000 | 500'000 | 500'000 | 500'000 | 534'100 EUR | 536'600 EUR | 100.00% | 100.00% |
08.11.2024 | 0.47% | 106.81 % | 107.31 % | 500'000 | 500'000 | 500'000 | 500'000 | 534'050 EUR | 536'550 EUR | 99.84% | 99.84% |
07.11.2024 | 0.47% | 106.80 % | 107.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 534'000 EUR | 536'500 EUR | 100.00% | 100.00% |