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 | 0.48% | 104.11 % | 104.61 % | 500'000 | 500'000 | 500'000 | 500'000 | 520'550 EUR | 523'050 EUR | 100.00% | 100.00% |
19.11.2024 | 0.48% | 104.10 % | 104.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 520'500 EUR | 523'000 EUR | 89.39% | 89.39% |
18.11.2024 | 0.48% | 104.09 % | 104.59 % | 500'000 | 500'000 | 500'000 | 500'000 | 520'450 EUR | 522'950 EUR | 99.66% | 99.66% |
15.11.2024 | 0.48% | 104.08 % | 104.58 % | 500'000 | 500'000 | 500'000 | 500'000 | 520'400 EUR | 522'900 EUR | 100.00% | 100.00% |
14.11.2024 | 0.48% | 104.07 % | 104.57 % | 500'000 | 500'000 | 500'000 | 500'000 | 520'350 EUR | 522'850 EUR | 100.00% | 100.00% |
13.11.2024 | 0.48% | 104.04 % | 104.54 % | 500'000 | 500'000 | 500'000 | 500'000 | 520'200 EUR | 522'700 EUR | 100.00% | 100.00% |
12.11.2024 | 0.48% | 104.04 % | 104.54 % | 500'000 | 500'000 | 500'000 | 500'000 | 520'200 EUR | 522'700 EUR | 98.72% | 98.72% |
11.11.2024 | 0.48% | 104.03 % | 104.53 % | 500'000 | 500'000 | 500'000 | 500'000 | 520'150 EUR | 522'650 EUR | 100.00% | 100.00% |
08.11.2024 | 0.48% | 104.01 % | 104.51 % | 500'000 | 500'000 | 500'000 | 500'000 | 520'050 EUR | 522'550 EUR | 99.83% | 99.83% |
07.11.2024 | 0.48% | 104.00 % | 104.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 520'000 EUR | 522'500 EUR | 100.00% | 100.00% |