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 | 0.47% | 104.92 % | 105.42 % | 500'000 | 500'000 | 500'000 | 500'000 | 528'425 EUR | 530'925 EUR | 100.00% | 100.00% |
19.11.2024 | 0.47% | 105.52 % | 106.02 % | 500'000 | 500'000 | 500'000 | 500'000 | 526'182 EUR | 528'682 EUR | 89.36% | 89.36% |
18.11.2024 | 0.47% | 105.25 % | 105.75 % | 500'000 | 500'000 | 500'000 | 500'000 | 526'154 EUR | 528'654 EUR | 99.67% | 99.67% |
15.11.2024 | 0.47% | 105.97 % | 106.47 % | 500'000 | 500'000 | 500'000 | 500'000 | 534'954 EUR | 537'454 EUR | 100.00% | 100.00% |
14.11.2024 | 0.46% | 107.68 % | 108.18 % | 500'000 | 500'000 | 500'000 | 500'000 | 538'446 EUR | 540'946 EUR | 100.00% | 100.00% |
13.11.2024 | 0.46% | 107.41 % | 107.91 % | 500'000 | 500'000 | 500'000 | 500'000 | 538'751 EUR | 541'251 EUR | 99.96% | 99.96% |
12.11.2024 | 0.46% | 107.60 % | 108.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 538'329 EUR | 540'829 EUR | 98.72% | 98.72% |
11.11.2024 | 0.46% | 108.00 % | 108.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 537'414 EUR | 539'914 EUR | 100.00% | 100.00% |
08.11.2024 | 0.46% | 107.19 % | 107.69 % | 500'000 | 500'000 | 500'000 | 500'000 | 536'752 EUR | 539'252 EUR | 99.83% | 99.83% |
07.11.2024 | 0.46% | 107.57 % | 108.07 % | 500'000 | 500'000 | 500'000 | 500'000 | 538'086 EUR | 540'586 EUR | 100.00% | 100.00% |