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% | 105.33 % | 105.83 % | 500'000 | 500'000 | 500'000 | 500'000 | 527'118 EUR | 529'618 EUR | 100.00% | 100.00% |
19.11.2024 | 0.47% | 105.33 % | 105.83 % | 500'000 | 500'000 | 500'000 | 500'000 | 527'046 EUR | 529'546 EUR | 89.38% | 89.38% |
18.11.2024 | 0.47% | 105.58 % | 106.08 % | 500'000 | 500'000 | 500'000 | 500'000 | 527'198 EUR | 529'698 EUR | 99.68% | 99.68% |
15.11.2024 | 0.47% | 105.39 % | 105.89 % | 500'000 | 500'000 | 500'000 | 500'000 | 526'863 EUR | 529'363 EUR | 100.00% | 100.00% |
14.11.2024 | 0.47% | 105.29 % | 105.79 % | 500'000 | 500'000 | 500'000 | 500'000 | 525'899 EUR | 528'399 EUR | 100.00% | 100.00% |
13.11.2024 | 0.48% | 104.85 % | 105.35 % | 500'000 | 500'000 | 500'000 | 500'000 | 524'093 EUR | 526'593 EUR | 100.00% | 100.00% |
12.11.2024 | 0.47% | 104.68 % | 105.18 % | 500'000 | 500'000 | 500'000 | 500'000 | 525'311 EUR | 527'811 EUR | 98.75% | 98.75% |
11.11.2024 | 0.47% | 105.19 % | 105.69 % | 500'000 | 500'000 | 500'000 | 500'000 | 526'582 EUR | 529'082 EUR | 100.00% | 100.00% |
08.11.2024 | 0.47% | 105.10 % | 105.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 526'283 EUR | 528'783 EUR | 99.84% | 99.84% |
07.11.2024 | 0.47% | 105.47 % | 105.97 % | 500'000 | 500'000 | 500'000 | 500'000 | 526'892 EUR | 529'392 EUR | 100.00% | 100.00% |