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% | 104.85 % | 105.35 % | 500'000 | 500'000 | 500'000 | 500'000 | 524'325 EUR | 526'825 EUR | 100.00% | 100.00% |
19.11.2024 | 0.48% | 104.73 % | 105.23 % | 500'000 | 500'000 | 500'000 | 500'000 | 523'621 EUR | 526'121 EUR | 89.36% | 89.36% |
18.11.2024 | 0.48% | 104.79 % | 105.29 % | 500'000 | 500'000 | 500'000 | 500'000 | 523'875 EUR | 526'375 EUR | 99.67% | 99.67% |
15.11.2024 | 0.48% | 104.73 % | 105.23 % | 500'000 | 500'000 | 500'000 | 500'000 | 523'628 EUR | 526'128 EUR | 100.00% | 100.00% |
14.11.2024 | 0.48% | 104.60 % | 105.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 522'948 EUR | 525'448 EUR | 100.00% | 100.00% |
13.11.2024 | 0.48% | 104.48 % | 104.98 % | 500'000 | 500'000 | 500'000 | 500'000 | 522'797 EUR | 525'297 EUR | 100.00% | 100.00% |
12.11.2024 | 0.48% | 104.52 % | 105.02 % | 500'000 | 500'000 | 500'000 | 500'000 | 522'999 EUR | 525'499 EUR | 98.72% | 98.72% |
11.11.2024 | 0.48% | 104.67 % | 105.17 % | 500'000 | 500'000 | 500'000 | 500'000 | 523'578 EUR | 526'078 EUR | 100.00% | 100.00% |
08.11.2024 | 0.48% | 104.59 % | 105.09 % | 500'000 | 500'000 | 500'000 | 500'000 | 523'079 EUR | 525'579 EUR | 99.83% | 99.83% |
07.11.2024 | 0.48% | 104.69 % | 105.19 % | 500'000 | 500'000 | 500'000 | 500'000 | 523'381 EUR | 525'881 EUR | 100.00% | 100.00% |