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 | 0.31% | 101.30 % | 101.60 % | 500'000 | 500'000 | 494'925 | 494'925 | 501'108 EUR | 502'596 EUR | 99.04% | 99.04% |
19.11.2024 | 0.31% | 101.40 % | 101.70 % | 500'000 | 500'000 | 494'891 | 494'891 | 501'663 EUR | 503'150 EUR | 98.48% | 98.48% |
18.11.2024 | 0.31% | 101.20 % | 101.50 % | 500'000 | 500'000 | 494'971 | 494'971 | 500'894 EUR | 502'381 EUR | 100.00% | 100.00% |
15.11.2024 | 0.50% | 101.10 % | 101.60 % | 500'000 | 500'000 | 494'921 | 494'921 | 500'455 EUR | 502'932 EUR | 99.04% | 99.04% |
14.11.2024 | 0.31% | 101.10 % | 101.40 % | 500'000 | 500'000 | 494'924 | 494'924 | 500'498 EUR | 501'985 EUR | 99.10% | 99.10% |
13.11.2024 | 0.31% | 101.20 % | 101.50 % | 500'000 | 500'000 | 494'957 | 494'957 | 500'680 EUR | 502'167 EUR | 99.74% | 99.74% |
12.11.2024 | 0.31% | 101.30 % | 101.60 % | 500'000 | 500'000 | 494'969 | 494'969 | 501'843 EUR | 503'331 EUR | 100.00% | 100.00% |
11.11.2024 | 0.31% | 101.40 % | 101.70 % | 500'000 | 500'000 | 494'971 | 494'971 | 501'480 EUR | 502'967 EUR | 100.00% | 100.00% |
08.11.2024 | 0.31% | 101.40 % | 101.70 % | 500'000 | 500'000 | 494'970 | 494'970 | 501'665 EUR | 503'153 EUR | 100.00% | 100.00% |
07.11.2024 | 0.31% | 101.90 % | 102.20 % | 500'000 | 500'000 | 494'832 | 494'832 | 502'359 EUR | 503'846 EUR | 97.34% | 97.34% |