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 | 0.80% | 100.70 % | 101.51 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'993 EUR | 508'043 EUR | 97.94% | 97.94% |
19.11.2024 | 0.80% | 100.90 % | 101.71 % | 500'000 | 500'000 | 500'000 | 500'000 | 504'686 EUR | 508'736 EUR | 100.00% | 100.00% |
18.11.2024 | 0.80% | 100.90 % | 101.71 % | 500'000 | 500'000 | 500'000 | 500'000 | 504'459 EUR | 508'509 EUR | 100.00% | 100.00% |
15.11.2024 | 0.80% | 100.60 % | 101.41 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'167 EUR | 507'215 EUR | 100.00% | 100.00% |
14.11.2024 | 0.80% | 100.30 % | 101.11 % | 500'000 | 500'000 | 500'000 | 500'000 | 501'514 EUR | 505'564 EUR | 100.00% | 100.00% |
13.11.2024 | 0.80% | 100.50 % | 101.31 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'927 EUR | 506'977 EUR | 100.00% | 100.00% |
12.11.2024 | 0.81% | 99.80 % | 100.61 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'759 EUR | 503'809 EUR | 100.00% | 100.00% |
11.11.2024 | 1.00% | 99.90 % | 100.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'785 EUR | 504'785 EUR | 99.92% | 99.92% |
08.11.2024 | 1.00% | 99.50 % | 100.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 497'714 EUR | 502'714 EUR | 100.00% | 100.00% |
07.11.2024 | 0.81% | 99.90 % | 100.71 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'390 EUR | 503'440 EUR | 99.23% | 99.23% |