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 | 0.32% | 100.90 % | 101.21 % | 500'000 | 500'000 | 494'967 | 494'967 | 499'092 EUR | 500'629 EUR | 99.90% | 99.90% |
20.11.2024 | 0.32% | 100.80 % | 101.11 % | 500'000 | 500'000 | 494'944 | 494'944 | 499'359 EUR | 500'895 EUR | 99.37% | 99.37% |
19.11.2024 | 0.32% | 100.80 % | 101.11 % | 500'000 | 500'000 | 494'969 | 494'969 | 499'023 EUR | 500'560 EUR | 100.00% | 100.00% |
18.11.2024 | 0.32% | 100.90 % | 101.21 % | 500'000 | 500'000 | 494'969 | 494'969 | 499'412 EUR | 500'949 EUR | 100.00% | 100.00% |
15.11.2024 | 0.51% | 100.80 % | 101.30 % | 500'000 | 500'000 | 494'969 | 494'969 | 498'942 EUR | 501'420 EUR | 100.00% | 100.00% |
14.11.2024 | 0.32% | 101.00 % | 101.31 % | 500'000 | 500'000 | 494'924 | 494'924 | 499'645 EUR | 501'182 EUR | 99.10% | 99.10% |
13.11.2024 | 0.32% | 100.90 % | 101.21 % | 500'000 | 500'000 | 494'970 | 494'970 | 499'456 EUR | 500'993 EUR | 100.00% | 100.00% |
12.11.2024 | 0.32% | 101.00 % | 101.31 % | 500'000 | 500'000 | 494'970 | 494'970 | 499'919 EUR | 501'456 EUR | 100.00% | 100.00% |
11.11.2024 | 0.32% | 101.00 % | 101.31 % | 500'000 | 500'000 | 494'969 | 494'969 | 499'848 EUR | 501'385 EUR | 100.00% | 100.00% |
08.11.2024 | 0.32% | 100.90 % | 101.21 % | 500'000 | 500'000 | 494'968 | 494'968 | 499'555 EUR | 501'092 EUR | 100.00% | 100.00% |