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 | 0.32% | 100.80 % | 101.11 % | 500'000 | 500'000 | 494'974 | 494'974 | 498'843 EUR | 500'379 EUR | 100.00% | 100.00% |
19.11.2024 | 0.32% | 100.70 % | 101.01 % | 500'000 | 500'000 | 494'969 | 494'969 | 498'528 EUR | 500'065 EUR | 100.00% | 100.00% |
18.11.2024 | 0.32% | 100.80 % | 101.11 % | 500'000 | 500'000 | 494'969 | 494'969 | 498'698 EUR | 500'235 EUR | 100.00% | 100.00% |
15.11.2024 | 0.51% | 100.70 % | 101.20 % | 500'000 | 500'000 | 494'969 | 494'969 | 498'906 EUR | 501'384 EUR | 100.00% | 100.00% |
14.11.2024 | 0.32% | 100.90 % | 101.21 % | 500'000 | 500'000 | 494'924 | 494'924 | 499'287 EUR | 500'824 EUR | 99.10% | 99.10% |
13.11.2024 | 0.32% | 100.80 % | 101.11 % | 500'000 | 500'000 | 494'970 | 494'970 | 499'007 EUR | 500'545 EUR | 100.00% | 100.00% |
12.11.2024 | 0.32% | 100.90 % | 101.21 % | 500'000 | 500'000 | 494'970 | 494'970 | 499'419 EUR | 500'956 EUR | 100.00% | 100.00% |
11.11.2024 | 0.32% | 100.90 % | 101.21 % | 500'000 | 500'000 | 494'969 | 494'969 | 499'358 EUR | 500'895 EUR | 100.00% | 100.00% |
08.11.2024 | 0.32% | 100.80 % | 101.11 % | 500'000 | 500'000 | 494'968 | 494'968 | 499'141 EUR | 500'678 EUR | 100.00% | 100.00% |
07.11.2024 | 0.32% | 101.00 % | 101.31 % | 500'000 | 500'000 | 494'900 | 494'900 | 499'723 EUR | 501'260 EUR | 98.64% | 98.64% |