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% | 106.92 % | 107.42 % | 500'000 | 500'000 | 500'000 | 500'000 | 535'133 EUR | 537'633 EUR | 100.00% | 100.00% |
19.11.2024 | 0.47% | 106.71 % | 107.21 % | 500'000 | 500'000 | 500'000 | 500'000 | 533'509 EUR | 536'009 EUR | 89.37% | 89.37% |
18.11.2024 | 0.47% | 106.80 % | 107.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 533'787 EUR | 536'287 EUR | 99.66% | 99.66% |
15.11.2024 | 0.47% | 106.75 % | 107.25 % | 500'000 | 500'000 | 500'000 | 500'000 | 533'489 EUR | 535'989 EUR | 99.98% | 99.98% |
14.11.2024 | 0.47% | 106.68 % | 107.18 % | 500'000 | 500'000 | 500'000 | 500'000 | 532'929 EUR | 535'429 EUR | 100.00% | 100.00% |
13.11.2024 | 0.47% | 106.23 % | 106.73 % | 500'000 | 500'000 | 500'000 | 500'000 | 531'861 EUR | 534'361 EUR | 100.00% | 100.00% |
12.11.2024 | 0.47% | 106.59 % | 107.09 % | 500'000 | 500'000 | 500'000 | 500'000 | 533'319 EUR | 535'819 EUR | 98.72% | 98.72% |
11.11.2024 | 0.47% | 106.66 % | 107.16 % | 500'000 | 500'000 | 500'000 | 500'000 | 532'981 EUR | 535'481 EUR | 100.00% | 100.00% |
08.11.2024 | 0.47% | 106.48 % | 106.98 % | 500'000 | 500'000 | 500'000 | 500'000 | 532'772 EUR | 535'272 EUR | 99.83% | 99.83% |
07.11.2024 | 0.47% | 106.80 % | 107.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 533'416 EUR | 535'916 EUR | 100.00% | 100.00% |