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 | 0.30% | 101.50 % | 101.81 % | 500'000 | 500'000 | 500'000 | 500'000 | 507'623 EUR | 509'172 EUR | 99.69% | 99.69% |
19.11.2024 | 0.30% | 101.50 % | 101.81 % | 500'000 | 500'000 | 500'000 | 500'000 | 507'503 EUR | 509'053 EUR | 97.68% | 97.68% |
18.11.2024 | 0.30% | 101.60 % | 101.91 % | 500'000 | 500'000 | 500'000 | 500'000 | 508'000 EUR | 509'550 EUR | 100.00% | 100.00% |
15.11.2024 | 0.49% | 101.50 % | 102.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 507'743 EUR | 510'243 EUR | 100.00% | 100.00% |
14.11.2024 | 0.30% | 101.70 % | 102.01 % | 500'000 | 500'000 | 500'000 | 500'000 | 508'480 EUR | 510'030 EUR | 99.10% | 99.10% |
13.11.2024 | 0.30% | 101.70 % | 102.01 % | 500'000 | 500'000 | 500'000 | 500'000 | 508'501 EUR | 510'051 EUR | 100.00% | 100.00% |
12.11.2024 | 0.30% | 101.70 % | 102.01 % | 500'000 | 500'000 | 500'000 | 500'000 | 508'647 EUR | 510'197 EUR | 100.00% | 100.00% |
11.11.2024 | 0.30% | 101.70 % | 102.01 % | 500'000 | 500'000 | 500'000 | 500'000 | 508'367 EUR | 509'917 EUR | 100.00% | 100.00% |
08.11.2024 | 0.30% | 101.60 % | 101.91 % | 500'000 | 500'000 | 500'000 | 500'000 | 507'901 EUR | 509'451 EUR | 100.00% | 100.00% |
07.11.2024 | 0.30% | 101.60 % | 101.91 % | 500'000 | 500'000 | 500'000 | 500'000 | 508'146 EUR | 509'696 EUR | 99.24% | 99.24% |