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 | 0.49% | 101.63 % | 102.13 % | 500'000 | 500'000 | 500'000 | 500'000 | 507'712 EUR | 510'212 EUR | 100.00% | 100.00% |
19.11.2024 | 0.49% | 101.49 % | 101.99 % | 500'000 | 500'000 | 500'000 | 500'000 | 507'730 EUR | 510'230 EUR | 89.36% | 89.36% |
18.11.2024 | 0.49% | 101.23 % | 101.73 % | 500'000 | 500'000 | 500'000 | 500'000 | 505'984 EUR | 508'484 EUR | 99.67% | 99.67% |
15.11.2024 | 0.49% | 100.86 % | 101.36 % | 500'000 | 500'000 | 500'000 | 500'000 | 504'811 EUR | 507'311 EUR | 100.00% | 100.00% |
14.11.2024 | 0.50% | 100.94 % | 101.44 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'094 EUR | 505'594 EUR | 100.00% | 100.00% |
13.11.2024 | 0.49% | 100.86 % | 101.36 % | 500'000 | 500'000 | 500'000 | 500'000 | 505'274 EUR | 507'774 EUR | 100.00% | 100.00% |
12.11.2024 | 0.49% | 101.08 % | 101.58 % | 500'000 | 500'000 | 500'000 | 500'000 | 505'194 EUR | 507'694 EUR | 98.73% | 98.73% |
11.11.2024 | 0.49% | 101.37 % | 101.87 % | 500'000 | 500'000 | 500'000 | 500'000 | 508'528 EUR | 511'028 EUR | 100.00% | 100.00% |
08.11.2024 | 0.49% | 101.87 % | 102.37 % | 500'000 | 500'000 | 500'000 | 500'000 | 508'840 EUR | 511'340 EUR | 99.83% | 99.83% |
07.11.2024 | 0.49% | 101.90 % | 102.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 508'924 EUR | 511'424 EUR | 100.00% | 100.00% |