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 | 0.49% | 102.06 % | 102.56 % | 500'000 | 500'000 | 500'000 | 500'000 | 511'798 EUR | 514'298 EUR | 94.52% | 94.52% |
19.11.2024 | 0.49% | 101.59 % | 102.09 % | 500'000 | 500'000 | 500'000 | 500'000 | 505'968 EUR | 508'468 EUR | 89.37% | 89.37% |
18.11.2024 | 0.49% | 101.75 % | 102.25 % | 500'000 | 500'000 | 500'000 | 500'000 | 507'309 EUR | 509'809 EUR | 99.66% | 99.66% |
15.11.2024 | 0.49% | 101.16 % | 101.66 % | 500'000 | 500'000 | 500'000 | 500'000 | 507'953 EUR | 510'453 EUR | 94.74% | 94.74% |
14.11.2024 | 0.49% | 101.91 % | 102.41 % | 500'000 | 500'000 | 500'000 | 500'000 | 508'255 EUR | 510'755 EUR | 100.00% | 100.00% |
13.11.2024 | 0.49% | 100.66 % | 101.16 % | 500'000 | 500'000 | 500'000 | 500'000 | 504'058 EUR | 506'558 EUR | 100.00% | 100.00% |
12.11.2024 | 0.49% | 101.19 % | 101.69 % | 500'000 | 500'000 | 500'000 | 500'000 | 508'711 EUR | 511'211 EUR | 98.71% | 98.71% |
11.11.2024 | 0.49% | 101.98 % | 102.48 % | 500'000 | 500'000 | 500'000 | 500'000 | 510'542 EUR | 513'042 EUR | 100.00% | 100.00% |
08.11.2024 | 0.49% | 101.87 % | 102.37 % | 500'000 | 500'000 | 500'000 | 500'000 | 510'964 EUR | 513'464 EUR | 99.31% | 99.31% |
07.11.2024 | 0.49% | 101.76 % | 102.26 % | 500'000 | 500'000 | 500'000 | 500'000 | 507'835 EUR | 510'335 EUR | 94.65% | 94.65% |