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% | 100.50 % | 100.81 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'511 EUR | 504'060 EUR | 99.37% | 99.37% |
19.11.2024 | 0.31% | 100.20 % | 100.51 % | 500'000 | 500'000 | 500'000 | 500'000 | 501'109 EUR | 502'659 EUR | 100.00% | 100.00% |
18.11.2024 | 0.31% | 100.40 % | 100.71 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'028 EUR | 503'578 EUR | 100.00% | 100.00% |
15.11.2024 | 0.50% | 100.40 % | 100.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'000 EUR | 504'500 EUR | 100.00% | 100.00% |
14.11.2024 | 0.31% | 100.60 % | 100.91 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'772 EUR | 504'322 EUR | 99.10% | 99.10% |
13.11.2024 | 0.31% | 100.40 % | 100.71 % | 500'000 | 500'000 | 500'000 | 500'000 | 501'588 EUR | 503'138 EUR | 100.00% | 100.00% |
12.11.2024 | 0.31% | 100.40 % | 100.71 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'399 EUR | 503'949 EUR | 100.00% | 100.00% |
11.11.2024 | 0.31% | 100.50 % | 100.81 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'732 EUR | 504'282 EUR | 100.00% | 100.00% |
08.11.2024 | 0.31% | 100.60 % | 100.91 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'993 EUR | 504'543 EUR | 100.00% | 100.00% |
07.11.2024 | 0.31% | 100.80 % | 101.11 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'626 EUR | 505'176 EUR | 99.23% | 99.23% |