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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22.11.2024 | 0.78% | 102.20 % | 103.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 509'314 EUR | 513'314 EUR | 100.00% | 100.00% |
20.11.2024 | 0.77% | 102.70 % | 103.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 514'578 EUR | 518'578 EUR | 97.95% | 97.95% |
19.11.2024 | 0.77% | 102.80 % | 103.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 514'695 EUR | 518'695 EUR | 100.00% | 100.00% |
18.11.2024 | 0.77% | 103.30 % | 104.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 516'598 EUR | 520'598 EUR | 100.00% | 100.00% |
15.11.2024 | 0.77% | 103.10 % | 103.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 516'086 EUR | 520'086 EUR | 100.00% | 100.00% |
14.11.2024 | 0.77% | 103.30 % | 104.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 516'527 EUR | 520'527 EUR | 100.00% | 100.00% |
13.11.2024 | 0.77% | 103.10 % | 103.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 515'667 EUR | 519'667 EUR | 100.00% | 100.00% |
12.11.2024 | 0.77% | 102.90 % | 103.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 515'742 EUR | 519'742 EUR | 100.00% | 100.00% |
11.11.2024 | 0.77% | 103.70 % | 104.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 518'421 EUR | 522'421 EUR | 100.00% | 100.00% |
08.11.2024 | 0.77% | 102.80 % | 103.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 514'526 EUR | 518'526 EUR | 100.00% | 100.00% |