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% | 102.54 % | 103.04 % | 500'000 | 500'000 | 500'000 | 500'000 | 512'700 EUR | 515'200 EUR | 100.00% | 100.00% |
19.11.2024 | 0.49% | 102.54 % | 103.04 % | 500'000 | 500'000 | 500'000 | 500'000 | 512'696 EUR | 515'196 EUR | 89.36% | 89.36% |
18.11.2024 | 0.49% | 102.52 % | 103.02 % | 500'000 | 500'000 | 500'000 | 500'000 | 512'631 EUR | 515'131 EUR | 99.67% | 99.67% |
15.11.2024 | 0.49% | 102.51 % | 103.01 % | 500'000 | 500'000 | 500'000 | 500'000 | 512'550 EUR | 515'050 EUR | 100.00% | 100.00% |
14.11.2024 | 0.49% | 102.50 % | 103.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 512'506 EUR | 515'006 EUR | 100.00% | 100.00% |
13.11.2024 | 0.49% | 102.48 % | 102.98 % | 500'000 | 500'000 | 500'000 | 500'000 | 512'400 EUR | 514'900 EUR | 100.00% | 100.00% |
12.11.2024 | 0.49% | 102.47 % | 102.97 % | 500'000 | 500'000 | 500'000 | 500'000 | 512'350 EUR | 514'850 EUR | 98.73% | 98.73% |
11.11.2024 | 0.49% | 102.46 % | 102.96 % | 500'000 | 500'000 | 500'000 | 500'000 | 512'301 EUR | 514'801 EUR | 100.00% | 100.00% |
08.11.2024 | 0.49% | 102.45 % | 102.95 % | 500'000 | 500'000 | 500'000 | 500'000 | 512'250 EUR | 514'750 EUR | 99.84% | 99.84% |
07.11.2024 | 0.49% | 102.44 % | 102.94 % | 500'000 | 500'000 | 500'000 | 500'000 | 512'200 EUR | 514'700 EUR | 100.00% | 100.00% |