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% | 105.69 % | 106.19 % | 500'000 | 500'000 | 500'000 | 500'000 | 528'449 EUR | 530'949 EUR | 100.00% | 100.00% |
19.11.2024 | 0.47% | 105.65 % | 106.15 % | 500'000 | 500'000 | 500'000 | 500'000 | 528'278 EUR | 530'778 EUR | 89.37% | 89.37% |
18.11.2024 | 0.47% | 105.65 % | 106.15 % | 500'000 | 500'000 | 500'000 | 500'000 | 528'273 EUR | 530'773 EUR | 99.66% | 99.66% |
15.11.2024 | 0.47% | 105.65 % | 106.15 % | 500'000 | 500'000 | 500'000 | 500'000 | 528'247 EUR | 530'747 EUR | 100.00% | 100.00% |
14.11.2024 | 0.47% | 105.63 % | 106.13 % | 500'000 | 500'000 | 500'000 | 500'000 | 528'138 EUR | 530'638 EUR | 100.00% | 100.00% |
13.11.2024 | 0.47% | 105.58 % | 106.08 % | 500'000 | 500'000 | 500'000 | 500'000 | 527'917 EUR | 530'417 EUR | 100.00% | 100.00% |
12.11.2024 | 0.47% | 105.58 % | 106.08 % | 500'000 | 500'000 | 500'000 | 500'000 | 527'951 EUR | 530'451 EUR | 98.75% | 98.75% |
11.11.2024 | 0.47% | 105.59 % | 106.09 % | 500'000 | 500'000 | 500'000 | 500'000 | 527'944 EUR | 530'444 EUR | 100.00% | 100.00% |
08.11.2024 | 0.47% | 105.55 % | 106.05 % | 500'000 | 500'000 | 500'000 | 500'000 | 527'795 EUR | 530'295 EUR | 99.83% | 99.83% |
07.11.2024 | 0.47% | 105.56 % | 106.06 % | 500'000 | 500'000 | 500'000 | 500'000 | 527'803 EUR | 530'303 EUR | 100.00% | 100.00% |