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% | 103.96 % | 104.46 % | 500'000 | 500'000 | 500'000 | 500'000 | 522'071 EUR | 524'571 EUR | 100.00% | 100.00% |
19.11.2024 | 0.48% | 104.31 % | 104.81 % | 500'000 | 500'000 | 500'000 | 500'000 | 521'112 EUR | 523'612 EUR | 89.36% | 89.36% |
18.11.2024 | 0.48% | 104.43 % | 104.93 % | 500'000 | 500'000 | 500'000 | 500'000 | 521'301 EUR | 523'801 EUR | 99.67% | 99.67% |
15.11.2024 | 0.48% | 104.41 % | 104.91 % | 500'000 | 500'000 | 500'000 | 500'000 | 523'167 EUR | 525'667 EUR | 100.00% | 100.00% |
14.11.2024 | 0.48% | 104.78 % | 105.28 % | 500'000 | 500'000 | 500'000 | 500'000 | 523'817 EUR | 526'317 EUR | 100.00% | 100.00% |
13.11.2024 | 0.48% | 104.50 % | 105.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 522'584 EUR | 525'084 EUR | 100.00% | 100.00% |
12.11.2024 | 0.48% | 104.60 % | 105.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 523'455 EUR | 525'955 EUR | 98.73% | 98.73% |
11.11.2024 | 0.48% | 104.71 % | 105.21 % | 500'000 | 500'000 | 500'000 | 500'000 | 523'628 EUR | 526'128 EUR | 100.00% | 100.00% |
08.11.2024 | 0.48% | 104.54 % | 105.04 % | 500'000 | 500'000 | 500'000 | 500'000 | 522'501 EUR | 525'001 EUR | 99.84% | 99.84% |
07.11.2024 | 0.48% | 104.48 % | 104.98 % | 500'000 | 500'000 | 500'000 | 500'000 | 522'376 EUR | 524'876 EUR | 100.00% | 100.00% |