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 |
---|---|---|---|---|---|---|---|---|---|---|---|
27.11.2024 | 0.48% | 104.55 % | 105.05 % | 500'000 | 500'000 | 500'000 | 500'000 | 522'750 EUR | 525'250 EUR | 99.71% | 99.71% |
26.11.2024 | 0.48% | 104.54 % | 105.04 % | 500'000 | 500'000 | 500'000 | 500'000 | 522'700 EUR | 525'200 EUR | 100.00% | 100.00% |
25.11.2024 | 0.48% | 104.53 % | 105.03 % | 500'000 | 500'000 | 500'000 | 500'000 | 522'650 EUR | 525'150 EUR | 100.00% | 100.00% |
22.11.2024 | 0.48% | 104.52 % | 105.02 % | 500'000 | 500'000 | 500'000 | 500'000 | 522'594 EUR | 525'094 EUR | 100.00% | 100.00% |
20.11.2024 | 0.48% | 104.48 % | 104.98 % | 500'000 | 500'000 | 500'000 | 500'000 | 522'400 EUR | 524'900 EUR | 100.00% | 100.00% |
19.11.2024 | 0.48% | 104.46 % | 104.96 % | 500'000 | 500'000 | 500'000 | 500'000 | 522'339 EUR | 524'839 EUR | 89.39% | 89.39% |
18.11.2024 | 0.48% | 104.46 % | 104.96 % | 500'000 | 500'000 | 500'000 | 500'000 | 522'300 EUR | 524'800 EUR | 99.67% | 99.67% |
15.11.2024 | 0.48% | 104.45 % | 104.95 % | 500'000 | 500'000 | 500'000 | 500'000 | 522'250 EUR | 524'750 EUR | 100.00% | 100.00% |
14.11.2024 | 0.48% | 104.44 % | 104.94 % | 500'000 | 500'000 | 500'000 | 500'000 | 522'200 EUR | 524'700 EUR | 100.00% | 100.00% |
13.11.2024 | 0.48% | 104.40 % | 104.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 522'007 EUR | 524'507 EUR | 100.00% | 100.00% |