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 | 0.78% | 101.70 % | 102.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 509'313 EUR | 513'313 EUR | 98.28% | 98.28% |
19.11.2024 | 0.79% | 101.20 % | 102.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 505'656 EUR | 509'656 EUR | 100.00% | 100.00% |
18.11.2024 | 0.98% | 101.40 % | 102.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 507'128 EUR | 512'128 EUR | 100.00% | 100.00% |
15.11.2024 | 0.98% | 101.30 % | 102.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 507'121 EUR | 512'121 EUR | 100.00% | 100.00% |
14.11.2024 | 0.79% | 101.70 % | 102.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 507'451 EUR | 511'451 EUR | 100.00% | 100.00% |
13.11.2024 | 0.79% | 101.00 % | 101.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 506'131 EUR | 510'131 EUR | 100.00% | 100.00% |
12.11.2024 | 0.98% | 101.10 % | 102.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 506'950 EUR | 511'950 EUR | 100.00% | 100.00% |
11.11.2024 | 0.98% | 101.40 % | 102.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 506'102 EUR | 511'102 EUR | 100.00% | 100.00% |
08.11.2024 | 0.79% | 100.50 % | 101.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'078 EUR | 507'078 EUR | 100.00% | 100.00% |
07.11.2024 | 0.79% | 100.90 % | 101.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 505'226 EUR | 509'226 EUR | 99.24% | 99.24% |