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% | 100.56 % | 101.06 % | 500'000 | 500'000 | 500'000 | 500'000 | 504'869 EUR | 507'369 EUR | 100.00% | 100.00% |
19.11.2024 | 0.49% | 100.78 % | 101.28 % | 500'000 | 500'000 | 500'000 | 500'000 | 506'337 EUR | 508'837 EUR | 89.38% | 89.38% |
18.11.2024 | 0.49% | 101.51 % | 102.01 % | 500'000 | 500'000 | 500'000 | 500'000 | 510'165 EUR | 512'665 EUR | 99.66% | 99.66% |
15.11.2024 | 0.49% | 101.97 % | 102.47 % | 500'000 | 500'000 | 500'000 | 500'000 | 512'041 EUR | 514'541 EUR | 100.00% | 100.00% |
14.11.2024 | 0.49% | 102.34 % | 102.84 % | 500'000 | 500'000 | 500'000 | 500'000 | 511'672 EUR | 514'172 EUR | 100.00% | 100.00% |
13.11.2024 | 0.49% | 102.08 % | 102.58 % | 500'000 | 500'000 | 500'000 | 500'000 | 509'998 EUR | 512'498 EUR | 100.00% | 100.00% |
12.11.2024 | 0.49% | 101.57 % | 102.07 % | 500'000 | 500'000 | 500'000 | 500'000 | 508'576 EUR | 511'076 EUR | 98.71% | 98.71% |
11.11.2024 | 0.49% | 102.24 % | 102.74 % | 500'000 | 500'000 | 500'000 | 500'000 | 510'800 EUR | 513'300 EUR | 100.00% | 100.00% |
08.11.2024 | 0.49% | 101.22 % | 101.72 % | 500'000 | 500'000 | 500'000 | 500'000 | 506'152 EUR | 508'652 EUR | 99.84% | 99.84% |
07.11.2024 | 0.49% | 101.14 % | 101.64 % | 500'000 | 500'000 | 500'000 | 500'000 | 507'073 EUR | 509'573 EUR | 100.00% | 100.00% |