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 | 0.47% | 104.61 % | 105.11 % | 500'000 | 500'000 | 500'000 | 500'000 | 526'590 EUR | 529'090 EUR | 99.39% | 99.39% |
19.11.2024 | 0.48% | 104.94 % | 105.44 % | 500'000 | 500'000 | 500'000 | 500'000 | 524'490 EUR | 526'990 EUR | 89.36% | 89.36% |
18.11.2024 | 0.48% | 104.75 % | 105.25 % | 500'000 | 500'000 | 500'000 | 500'000 | 524'104 EUR | 526'604 EUR | 98.91% | 98.91% |
15.11.2024 | 0.48% | 104.01 % | 104.51 % | 500'000 | 500'000 | 500'000 | 500'000 | 519'710 EUR | 522'210 EUR | 96.95% | 96.95% |
14.11.2024 | 0.49% | 102.33 % | 102.83 % | 500'000 | 500'000 | 500'000 | 500'000 | 511'747 EUR | 514'247 EUR | 32.71% | 32.71% |
13.11.2024 | 0.48% | 102.59 % | 103.09 % | 500'000 | 500'000 | 500'000 | 500'000 | 517'063 EUR | 519'563 EUR | 94.56% | 94.56% |
12.11.2024 | 0.47% | 104.49 % | 104.99 % | 500'000 | 500'000 | 500'000 | 500'000 | 528'208 EUR | 530'708 EUR | 95.68% | 95.68% |
11.11.2024 | 0.47% | 106.76 % | 107.26 % | 500'000 | 500'000 | 500'000 | 500'000 | 533'768 EUR | 536'268 EUR | 100.00% | 100.00% |
08.11.2024 | 0.47% | 106.57 % | 107.07 % | 500'000 | 500'000 | 500'000 | 500'000 | 532'892 EUR | 535'392 EUR | 99.83% | 99.83% |
07.11.2024 | 0.47% | 106.58 % | 107.08 % | 500'000 | 500'000 | 500'000 | 500'000 | 533'041 EUR | 535'541 EUR | 100.00% | 100.00% |