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 | 0.48% | 102.87 % | 103.37 % | 500'000 | 500'000 | 500'000 | 500'000 | 514'690 EUR | 517'190 EUR | 100.00% | 100.00% |
19.11.2024 | 0.49% | 102.27 % | 102.77 % | 500'000 | 500'000 | 500'000 | 500'000 | 511'399 EUR | 513'899 EUR | 89.36% | 89.36% |
18.11.2024 | 0.48% | 102.92 % | 103.42 % | 500'000 | 500'000 | 500'000 | 500'000 | 514'388 EUR | 516'888 EUR | 99.66% | 99.66% |
15.11.2024 | 0.49% | 102.62 % | 103.12 % | 500'000 | 500'000 | 500'000 | 500'000 | 513'634 EUR | 516'134 EUR | 100.00% | 100.00% |
14.11.2024 | 0.49% | 103.14 % | 103.64 % | 500'000 | 500'000 | 500'000 | 500'000 | 513'928 EUR | 516'428 EUR | 100.00% | 100.00% |
13.11.2024 | 0.49% | 101.92 % | 102.42 % | 500'000 | 500'000 | 500'000 | 500'000 | 510'786 EUR | 513'286 EUR | 100.00% | 100.00% |
12.11.2024 | 0.49% | 101.65 % | 102.15 % | 500'000 | 500'000 | 500'000 | 500'000 | 510'634 EUR | 513'134 EUR | 98.72% | 98.72% |
11.11.2024 | 0.49% | 102.37 % | 102.87 % | 500'000 | 500'000 | 500'000 | 500'000 | 512'223 EUR | 514'723 EUR | 100.00% | 100.00% |
08.11.2024 | 0.49% | 102.36 % | 102.86 % | 500'000 | 500'000 | 500'000 | 500'000 | 512'363 EUR | 514'863 EUR | 99.83% | 99.83% |
07.11.2024 | 0.49% | 102.40 % | 102.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 513'425 EUR | 515'925 EUR | 100.00% | 100.00% |