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% | 102.81 % | 103.31 % | 500'000 | 500'000 | 500'000 | 500'000 | 514'192 EUR | 516'692 EUR | 100.00% | 100.00% |
19.11.2024 | 0.49% | 102.81 % | 103.31 % | 500'000 | 500'000 | 500'000 | 500'000 | 514'095 EUR | 516'595 EUR | 89.38% | 89.38% |
18.11.2024 | 0.48% | 102.86 % | 103.36 % | 500'000 | 500'000 | 500'000 | 500'000 | 514'326 EUR | 516'826 EUR | 99.66% | 99.66% |
15.11.2024 | 0.48% | 102.85 % | 103.35 % | 500'000 | 500'000 | 500'000 | 500'000 | 514'219 EUR | 516'719 EUR | 100.00% | 100.00% |
14.11.2024 | 0.49% | 102.84 % | 103.34 % | 500'000 | 500'000 | 500'000 | 500'000 | 514'119 EUR | 516'619 EUR | 100.00% | 100.00% |
13.11.2024 | 0.49% | 102.79 % | 103.29 % | 500'000 | 500'000 | 500'000 | 500'000 | 513'968 EUR | 516'468 EUR | 100.00% | 100.00% |
12.11.2024 | 0.49% | 102.78 % | 103.28 % | 500'000 | 500'000 | 500'000 | 500'000 | 513'943 EUR | 516'443 EUR | 98.71% | 98.71% |
11.11.2024 | 0.49% | 102.79 % | 103.29 % | 500'000 | 500'000 | 500'000 | 500'000 | 513'885 EUR | 516'385 EUR | 100.00% | 100.00% |
08.11.2024 | 0.49% | 102.64 % | 103.14 % | 500'000 | 500'000 | 500'000 | 500'000 | 513'616 EUR | 516'116 EUR | 99.84% | 99.84% |
07.11.2024 | 0.49% | 102.70 % | 103.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 513'717 EUR | 516'217 EUR | 100.00% | 100.00% |