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 |
---|---|---|---|---|---|---|---|---|---|---|---|
03.12.2024 | 0.47% | 105.74 % | 106.24 % | 500'000 | 500'000 | 500'000 | 500'000 | 528'700 EUR | 531'200 EUR | 100.00% | 100.00% |
02.12.2024 | 0.47% | 105.73 % | 106.23 % | 500'000 | 500'000 | 500'000 | 500'000 | 528'650 EUR | 531'150 EUR | 100.00% | 100.00% |
29.11.2024 | 0.47% | 105.72 % | 106.22 % | 500'000 | 500'000 | 500'000 | 500'000 | 528'600 EUR | 531'100 EUR | 100.00% | 100.00% |
28.11.2024 | 0.47% | 105.71 % | 106.21 % | 500'000 | 500'000 | 500'000 | 500'000 | 528'550 EUR | 531'050 EUR | 100.00% | 100.00% |
27.11.2024 | 0.47% | 105.68 % | 106.18 % | 500'000 | 500'000 | 500'000 | 500'000 | 528'400 EUR | 530'900 EUR | 99.72% | 99.72% |
26.11.2024 | 0.47% | 105.67 % | 106.17 % | 500'000 | 500'000 | 500'000 | 500'000 | 528'350 EUR | 530'850 EUR | 100.00% | 100.00% |
25.11.2024 | 0.47% | 105.66 % | 106.16 % | 500'000 | 500'000 | 500'000 | 500'000 | 528'300 EUR | 530'800 EUR | 100.00% | 100.00% |
22.11.2024 | 0.47% | 105.65 % | 106.15 % | 500'000 | 500'000 | 500'000 | 500'000 | 528'250 EUR | 530'750 EUR | 100.00% | 100.00% |
20.11.2024 | 0.47% | 105.61 % | 106.11 % | 500'000 | 500'000 | 500'000 | 500'000 | 528'050 EUR | 530'550 EUR | 100.00% | 100.00% |
19.11.2024 | 0.47% | 105.60 % | 106.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 528'000 EUR | 530'500 EUR | 89.36% | 89.36% |