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% | 104.34 % | 104.84 % | 500'000 | 500'000 | 500'000 | 500'000 | 522'647 EUR | 525'147 EUR | 100.00% | 100.00% |
19.11.2024 | 0.48% | 104.38 % | 104.88 % | 500'000 | 500'000 | 500'000 | 500'000 | 521'160 EUR | 523'660 EUR | 89.38% | 89.38% |
18.11.2024 | 0.48% | 104.90 % | 105.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 524'553 EUR | 527'053 EUR | 99.67% | 99.67% |
15.11.2024 | 0.47% | 104.83 % | 105.33 % | 500'000 | 500'000 | 500'000 | 500'000 | 525'240 EUR | 527'740 EUR | 100.00% | 100.00% |
14.11.2024 | 0.48% | 104.91 % | 105.41 % | 500'000 | 500'000 | 500'000 | 500'000 | 522'959 EUR | 525'459 EUR | 100.00% | 100.00% |
13.11.2024 | 0.48% | 104.33 % | 104.83 % | 500'000 | 500'000 | 500'000 | 500'000 | 521'686 EUR | 524'186 EUR | 100.00% | 100.00% |
12.11.2024 | 0.48% | 104.07 % | 104.57 % | 500'000 | 500'000 | 500'000 | 500'000 | 522'138 EUR | 524'638 EUR | 98.71% | 98.71% |
11.11.2024 | 0.48% | 104.51 % | 105.01 % | 500'000 | 500'000 | 500'000 | 500'000 | 523'188 EUR | 525'688 EUR | 100.00% | 100.00% |
08.11.2024 | 0.48% | 104.10 % | 104.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 519'789 EUR | 522'289 EUR | 99.85% | 99.85% |
07.11.2024 | 0.48% | 104.17 % | 104.67 % | 500'000 | 500'000 | 500'000 | 500'000 | 520'145 EUR | 522'645 EUR | 100.00% | 100.00% |