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 | 0.47% | 105.11 % | 105.61 % | 500'000 | 500'000 | 500'000 | 500'000 | 525'550 EUR | 528'050 EUR | 100.00% | 100.00% |
19.11.2024 | 0.47% | 105.10 % | 105.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 525'500 EUR | 528'000 EUR | 89.36% | 89.36% |
18.11.2024 | 0.47% | 105.09 % | 105.59 % | 500'000 | 500'000 | 500'000 | 500'000 | 525'450 EUR | 527'950 EUR | 99.66% | 99.66% |
15.11.2024 | 0.47% | 105.08 % | 105.58 % | 500'000 | 500'000 | 500'000 | 500'000 | 525'400 EUR | 527'900 EUR | 100.00% | 100.00% |
14.11.2024 | 0.47% | 105.07 % | 105.57 % | 500'000 | 500'000 | 500'000 | 500'000 | 525'350 EUR | 527'850 EUR | 100.00% | 100.00% |
13.11.2024 | 0.47% | 105.04 % | 105.54 % | 500'000 | 500'000 | 500'000 | 500'000 | 525'200 EUR | 527'700 EUR | 100.00% | 100.00% |
12.11.2024 | 0.47% | 105.03 % | 105.53 % | 500'000 | 500'000 | 500'000 | 500'000 | 525'150 EUR | 527'650 EUR | 98.72% | 98.72% |
11.11.2024 | 0.47% | 105.02 % | 105.52 % | 500'000 | 500'000 | 500'000 | 500'000 | 525'100 EUR | 527'600 EUR | 100.00% | 100.00% |
08.11.2024 | 0.48% | 105.01 % | 105.51 % | 500'000 | 500'000 | 500'000 | 500'000 | 525'050 EUR | 527'550 EUR | 99.83% | 99.83% |
07.11.2024 | 0.48% | 105.00 % | 105.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 525'000 EUR | 527'500 EUR | 100.00% | 100.00% |