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% | 102.48 % | 102.98 % | 500'000 | 500'000 | 500'000 | 500'000 | 512'414 EUR | 514'914 EUR | 100.00% | 100.00% |
19.11.2024 | 0.49% | 102.36 % | 102.86 % | 500'000 | 500'000 | 500'000 | 500'000 | 511'932 EUR | 514'432 EUR | 89.36% | 89.36% |
18.11.2024 | 0.49% | 102.41 % | 102.91 % | 500'000 | 500'000 | 500'000 | 500'000 | 512'121 EUR | 514'621 EUR | 99.66% | 99.66% |
15.11.2024 | 0.49% | 102.42 % | 102.92 % | 500'000 | 500'000 | 500'000 | 500'000 | 512'090 EUR | 514'590 EUR | 100.00% | 100.00% |
14.11.2024 | 0.49% | 102.38 % | 102.88 % | 500'000 | 500'000 | 500'000 | 500'000 | 511'874 EUR | 514'374 EUR | 100.00% | 100.00% |
13.11.2024 | 0.49% | 102.32 % | 102.82 % | 500'000 | 500'000 | 500'000 | 500'000 | 511'638 EUR | 514'138 EUR | 100.00% | 100.00% |
12.11.2024 | 0.49% | 102.34 % | 102.84 % | 500'000 | 500'000 | 500'000 | 500'000 | 511'833 EUR | 514'333 EUR | 98.72% | 98.72% |
11.11.2024 | 0.49% | 102.35 % | 102.85 % | 500'000 | 500'000 | 500'000 | 500'000 | 511'763 EUR | 514'263 EUR | 100.00% | 100.00% |
08.11.2024 | 0.49% | 102.30 % | 102.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 511'594 EUR | 514'094 EUR | 99.82% | 99.82% |
07.11.2024 | 0.49% | 102.32 % | 102.82 % | 500'000 | 500'000 | 500'000 | 500'000 | 511'628 EUR | 514'128 EUR | 100.00% | 100.00% |