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 | 0.48% | 104.80 % | 105.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 524'138 EUR | 526'638 EUR | 100.00% | 100.00% |
19.11.2024 | 0.48% | 104.79 % | 105.29 % | 500'000 | 500'000 | 500'000 | 500'000 | 523'922 EUR | 526'422 EUR | 89.36% | 89.36% |
18.11.2024 | 0.48% | 104.84 % | 105.34 % | 500'000 | 500'000 | 500'000 | 500'000 | 524'099 EUR | 526'599 EUR | 99.67% | 99.67% |
15.11.2024 | 0.48% | 104.77 % | 105.27 % | 500'000 | 500'000 | 500'000 | 500'000 | 523'989 EUR | 526'488 EUR | 100.00% | 100.00% |
14.11.2024 | 0.48% | 104.82 % | 105.32 % | 500'000 | 500'000 | 500'000 | 500'000 | 524'016 EUR | 526'516 EUR | 100.00% | 100.00% |
13.11.2024 | 0.48% | 104.76 % | 105.26 % | 500'000 | 500'000 | 500'000 | 500'000 | 523'792 EUR | 526'292 EUR | 100.00% | 100.00% |
12.11.2024 | 0.48% | 104.75 % | 105.25 % | 500'000 | 500'000 | 500'000 | 500'000 | 523'851 EUR | 526'351 EUR | 98.73% | 98.73% |
11.11.2024 | 0.48% | 104.77 % | 105.27 % | 500'000 | 500'000 | 500'000 | 500'000 | 523'850 EUR | 526'350 EUR | 100.00% | 100.00% |
08.11.2024 | 0.48% | 104.73 % | 105.23 % | 500'000 | 500'000 | 500'000 | 500'000 | 523'625 EUR | 526'124 EUR | 99.83% | 99.83% |
07.11.2024 | 0.48% | 104.73 % | 105.23 % | 500'000 | 500'000 | 500'000 | 500'000 | 523'595 EUR | 526'095 EUR | 100.00% | 100.00% |