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 | 0.79% | 101.40 % | 102.20 % | 500'000 | 100'000 | 500'000 | 100'000 | 507'000 EUR | 102'200 EUR | 98.58% | 98.58% |
19.11.2024 | 0.98% | 101.20 % | 102.20 % | 500'000 | 100'000 | 500'000 | 100'000 | 506'000 EUR | 102'200 EUR | 99.86% | 99.86% |
18.11.2024 | 0.98% | 101.30 % | 102.30 % | 500'000 | 100'000 | 500'000 | 100'000 | 506'500 EUR | 102'300 EUR | 100.00% | 100.00% |
15.11.2024 | 0.79% | 101.30 % | 102.10 % | 500'000 | 100'000 | 500'000 | 100'000 | 506'500 EUR | 102'100 EUR | 100.00% | 100.00% |
14.11.2024 | 0.79% | 101.30 % | 102.10 % | 500'000 | 100'000 | 500'000 | 100'000 | 506'223 EUR | 102'045 EUR | 100.00% | 100.00% |
13.11.2024 | 0.98% | 101.10 % | 102.10 % | 500'000 | 100'000 | 500'000 | 100'000 | 505'500 EUR | 102'100 EUR | 100.00% | 100.00% |
12.11.2024 | 0.98% | 101.00 % | 102.00 % | 500'000 | 100'000 | 500'000 | 100'000 | 505'383 EUR | 102'077 EUR | 100.00% | 100.00% |
11.11.2024 | 0.79% | 101.20 % | 102.00 % | 500'000 | 100'000 | 500'000 | 100'000 | 506'000 EUR | 102'000 EUR | 99.92% | 99.92% |
08.11.2024 | 0.79% | 101.20 % | 102.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 506'150 EUR | 510'150 EUR | 100.00% | 100.00% |
07.11.2024 | 0.98% | 101.10 % | 102.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 505'500 EUR | 510'500 EUR | 98.10% | 98.10% |