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% | 104.29 % | 104.79 % | 500'000 | 500'000 | 500'000 | 500'000 | 522'331 EUR | 524'831 EUR | 100.00% | 100.00% |
19.11.2024 | 0.48% | 104.35 % | 104.85 % | 500'000 | 500'000 | 500'000 | 500'000 | 521'831 EUR | 524'331 EUR | 89.36% | 89.36% |
18.11.2024 | 0.48% | 104.64 % | 105.14 % | 500'000 | 500'000 | 500'000 | 500'000 | 523'384 EUR | 525'884 EUR | 99.66% | 99.66% |
15.11.2024 | 0.48% | 104.51 % | 105.01 % | 500'000 | 500'000 | 500'000 | 500'000 | 522'826 EUR | 525'326 EUR | 100.00% | 100.00% |
14.11.2024 | 0.48% | 104.31 % | 104.81 % | 500'000 | 500'000 | 500'000 | 500'000 | 521'234 EUR | 523'734 EUR | 100.00% | 100.00% |
13.11.2024 | 0.48% | 104.07 % | 104.57 % | 500'000 | 500'000 | 500'000 | 500'000 | 520'395 EUR | 522'895 EUR | 100.00% | 100.00% |
12.11.2024 | 0.48% | 104.08 % | 104.58 % | 500'000 | 500'000 | 500'000 | 500'000 | 521'190 EUR | 523'690 EUR | 98.72% | 98.72% |
11.11.2024 | 0.48% | 104.39 % | 104.89 % | 500'000 | 500'000 | 500'000 | 500'000 | 521'961 EUR | 524'461 EUR | 100.00% | 100.00% |
08.11.2024 | 0.48% | 104.15 % | 104.65 % | 500'000 | 500'000 | 500'000 | 500'000 | 520'579 EUR | 523'079 EUR | 99.83% | 99.83% |
07.11.2024 | 0.48% | 104.08 % | 104.58 % | 500'000 | 500'000 | 500'000 | 500'000 | 520'765 EUR | 523'265 EUR | 100.00% | 100.00% |