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% | 103.83 % | 104.33 % | 500'000 | 500'000 | 500'000 | 500'000 | 520'143 EUR | 522'643 EUR | 100.00% | 100.00% |
19.11.2024 | 0.48% | 103.82 % | 104.32 % | 500'000 | 500'000 | 500'000 | 500'000 | 519'218 EUR | 521'718 EUR | 89.38% | 89.38% |
18.11.2024 | 0.48% | 104.04 % | 104.54 % | 500'000 | 500'000 | 500'000 | 500'000 | 520'420 EUR | 522'920 EUR | 99.66% | 99.66% |
15.11.2024 | 0.48% | 103.99 % | 104.49 % | 500'000 | 500'000 | 500'000 | 500'000 | 520'000 EUR | 522'500 EUR | 100.00% | 100.00% |
14.11.2024 | 0.48% | 103.76 % | 104.26 % | 500'000 | 500'000 | 500'000 | 500'000 | 518'425 EUR | 520'925 EUR | 100.00% | 100.00% |
13.11.2024 | 0.48% | 103.50 % | 104.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 517'251 EUR | 519'751 EUR | 100.00% | 100.00% |
12.11.2024 | 0.48% | 103.45 % | 103.95 % | 500'000 | 500'000 | 500'000 | 500'000 | 518'103 EUR | 520'603 EUR | 98.71% | 98.71% |
11.11.2024 | 0.48% | 103.81 % | 104.31 % | 500'000 | 500'000 | 500'000 | 500'000 | 519'112 EUR | 521'612 EUR | 100.00% | 100.00% |
08.11.2024 | 0.48% | 103.62 % | 104.12 % | 500'000 | 500'000 | 500'000 | 500'000 | 518'239 EUR | 520'739 EUR | 99.84% | 99.84% |
07.11.2024 | 0.48% | 103.70 % | 104.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 518'665 EUR | 521'165 EUR | 100.00% | 100.00% |