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% | 106.44 % | 106.94 % | 500'000 | 500'000 | 500'000 | 500'000 | 532'216 EUR | 534'716 EUR | 100.00% | 100.00% |
19.11.2024 | 0.47% | 106.42 % | 106.92 % | 500'000 | 500'000 | 500'000 | 500'000 | 532'134 EUR | 534'634 EUR | 89.37% | 89.37% |
18.11.2024 | 0.47% | 106.41 % | 106.91 % | 500'000 | 500'000 | 500'000 | 500'000 | 532'074 EUR | 534'574 EUR | 99.67% | 99.67% |
15.11.2024 | 0.47% | 106.41 % | 106.91 % | 500'000 | 500'000 | 500'000 | 500'000 | 532'042 EUR | 534'542 EUR | 100.00% | 100.00% |
14.11.2024 | 0.47% | 106.39 % | 106.89 % | 500'000 | 500'000 | 500'000 | 500'000 | 531'923 EUR | 534'423 EUR | 100.00% | 100.00% |
13.11.2024 | 0.47% | 106.34 % | 106.84 % | 500'000 | 500'000 | 500'000 | 500'000 | 531'751 EUR | 534'251 EUR | 100.00% | 100.00% |
12.11.2024 | 0.47% | 106.35 % | 106.85 % | 500'000 | 500'000 | 500'000 | 500'000 | 531'798 EUR | 534'298 EUR | 98.72% | 98.72% |
11.11.2024 | 0.47% | 106.35 % | 106.85 % | 500'000 | 500'000 | 500'000 | 500'000 | 531'753 EUR | 534'253 EUR | 100.00% | 100.00% |
08.11.2024 | 0.47% | 106.33 % | 106.83 % | 500'000 | 500'000 | 500'000 | 500'000 | 531'659 EUR | 534'159 EUR | 99.84% | 99.84% |
07.11.2024 | 0.47% | 106.32 % | 106.82 % | 500'000 | 500'000 | 500'000 | 500'000 | 531'598 EUR | 534'098 EUR | 100.00% | 100.00% |