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% | 101.27 % | 101.77 % | 500'000 | 500'000 | 500'000 | 500'000 | 507'514 EUR | 510'014 EUR | 100.00% | 100.00% |
19.11.2024 | 0.49% | 101.00 % | 101.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 505'572 EUR | 508'072 EUR | 89.36% | 89.36% |
18.11.2024 | 0.49% | 101.73 % | 102.23 % | 500'000 | 500'000 | 500'000 | 500'000 | 507'115 EUR | 509'615 EUR | 99.67% | 99.67% |
15.11.2024 | 0.50% | 100.92 % | 101.42 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'131 EUR | 505'631 EUR | 100.00% | 100.00% |
14.11.2024 | 0.50% | 100.22 % | 100.72 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'436 EUR | 502'936 EUR | 100.00% | 100.00% |
13.11.2024 | 0.50% | 98.99 % | 99.49 % | 500'000 | 500'000 | 500'000 | 500'000 | 494'964 EUR | 497'464 EUR | 100.00% | 100.00% |
12.11.2024 | 0.50% | 98.85 % | 99.35 % | 500'000 | 500'000 | 500'000 | 500'000 | 498'420 EUR | 500'920 EUR | 98.73% | 98.73% |
11.11.2024 | 0.50% | 99.67 % | 100.17 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'402 EUR | 501'902 EUR | 100.00% | 100.00% |
08.11.2024 | 0.50% | 99.24 % | 99.74 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'366 EUR | 502'866 EUR | 99.84% | 99.84% |
07.11.2024 | 0.49% | 101.14 % | 101.64 % | 500'000 | 500'000 | 500'000 | 500'000 | 506'342 EUR | 508'842 EUR | 100.00% | 100.00% |