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 | 0.81% | 101.30 % | 102.10 % | 500'000 | 100'000 | 494'942 | 98'988 | 502'079 EUR | 101'209 EUR | 99.37% | 99.37% |
19.11.2024 | 0.81% | 101.20 % | 102.00 % | 500'000 | 100'000 | 494'969 | 98'994 | 500'720 EUR | 100'937 EUR | 100.00% | 100.00% |
18.11.2024 | 0.81% | 101.00 % | 101.80 % | 500'000 | 100'000 | 494'970 | 98'994 | 500'211 EUR | 100'835 EUR | 100.00% | 100.00% |
15.11.2024 | 1.00% | 101.70 % | 102.70 % | 500'000 | 500'000 | 494'969 | 494'969 | 502'891 EUR | 507'846 EUR | 100.00% | 100.00% |
14.11.2024 | 0.81% | 101.20 % | 102.00 % | 500'000 | 500'000 | 494'924 | 494'924 | 500'551 EUR | 504'515 EUR | 99.10% | 99.10% |
13.11.2024 | 0.81% | 101.30 % | 102.10 % | 500'000 | 500'000 | 494'970 | 494'970 | 501'480 EUR | 505'445 EUR | 100.00% | 100.00% |
12.11.2024 | 0.80% | 101.50 % | 102.30 % | 500'000 | 500'000 | 494'969 | 494'969 | 502'818 EUR | 506'783 EUR | 100.00% | 100.00% |
11.11.2024 | 0.81% | 101.30 % | 102.10 % | 500'000 | 500'000 | 494'971 | 494'971 | 500'968 EUR | 504'933 EUR | 100.00% | 100.00% |
08.11.2024 | 0.81% | 101.10 % | 101.90 % | 500'000 | 500'000 | 494'970 | 494'970 | 500'846 EUR | 504'811 EUR | 100.00% | 100.00% |
07.11.2024 | 0.81% | 101.00 % | 101.80 % | 500'000 | 500'000 | 494'930 | 494'930 | 499'465 EUR | 503'430 EUR | 99.23% | 99.23% |