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 | 0.20% | 100.90 % | 101.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 504'467 EUR | 505'467 EUR | 100.00% | 100.00% |
19.11.2024 | 0.20% | 100.80 % | 101.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 504'049 EUR | 505'049 EUR | 100.00% | 100.00% |
18.11.2024 | 0.20% | 100.90 % | 101.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 504'618 EUR | 505'618 EUR | 100.00% | 100.00% |
15.11.2024 | 0.20% | 101.10 % | 101.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 505'759 EUR | 506'759 EUR | 100.00% | 100.00% |
14.11.2024 | 0.20% | 101.20 % | 101.40 % | 500'000 | 500'000 | 499'523 | 499'523 | 505'302 EUR | 506'302 EUR | 100.00% | 100.00% |
13.11.2024 | 0.20% | 101.00 % | 101.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 504'659 EUR | 505'659 EUR | 100.00% | 100.00% |
12.11.2024 | 0.20% | 100.80 % | 101.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 504'924 EUR | 505'924 EUR | 100.00% | 100.00% |
11.11.2024 | 0.20% | 101.20 % | 101.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 506'176 EUR | 507'176 EUR | 100.00% | 100.00% |
08.11.2024 | 0.20% | 101.20 % | 101.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 506'006 EUR | 507'006 EUR | 100.00% | 100.00% |
07.11.2024 | 0.20% | 101.50 % | 101.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 507'123 EUR | 508'123 EUR | 100.00% | 100.00% |