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% | 103.73 % | 104.23 % | 500'000 | 500'000 | 500'000 | 500'000 | 518'650 EUR | 521'150 EUR | 100.00% | 100.00% |
19.11.2024 | 0.48% | 103.72 % | 104.22 % | 500'000 | 500'000 | 500'000 | 500'000 | 518'599 EUR | 521'099 EUR | 89.39% | 89.39% |
18.11.2024 | 0.48% | 103.71 % | 104.21 % | 500'000 | 500'000 | 500'000 | 500'000 | 518'550 EUR | 521'050 EUR | 99.67% | 99.67% |
15.11.2024 | 0.48% | 103.70 % | 104.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 518'501 EUR | 521'001 EUR | 100.00% | 100.00% |
14.11.2024 | 0.48% | 103.69 % | 104.19 % | 500'000 | 500'000 | 500'000 | 500'000 | 518'438 EUR | 520'938 EUR | 100.00% | 100.00% |
13.11.2024 | 0.48% | 103.65 % | 104.15 % | 500'000 | 500'000 | 500'000 | 500'000 | 518'228 EUR | 520'728 EUR | 100.00% | 100.00% |
12.11.2024 | 0.48% | 103.64 % | 104.14 % | 500'000 | 500'000 | 500'000 | 500'000 | 518'229 EUR | 520'729 EUR | 98.72% | 98.72% |
11.11.2024 | 0.48% | 103.64 % | 104.14 % | 500'000 | 500'000 | 500'000 | 500'000 | 518'200 EUR | 520'700 EUR | 100.00% | 100.00% |
08.11.2024 | 0.48% | 103.63 % | 104.13 % | 500'000 | 500'000 | 500'000 | 500'000 | 518'154 EUR | 520'654 EUR | 99.83% | 99.83% |
07.11.2024 | 0.48% | 103.62 % | 104.12 % | 500'000 | 500'000 | 500'000 | 500'000 | 518'074 EUR | 520'574 EUR | 100.00% | 100.00% |