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 | 0.50% | 100.22 % | 100.72 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'487 EUR | 505'987 EUR | 100.00% | 100.00% |
19.11.2024 | 0.50% | 100.46 % | 100.96 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'824 EUR | 503'324 EUR | 89.38% | 89.38% |
18.11.2024 | 0.49% | 101.11 % | 101.61 % | 500'000 | 500'000 | 500'000 | 500'000 | 505'142 EUR | 507'642 EUR | 99.66% | 99.66% |
15.11.2024 | 0.49% | 100.84 % | 101.34 % | 500'000 | 500'000 | 500'000 | 500'000 | 504'754 EUR | 507'254 EUR | 100.00% | 100.00% |
14.11.2024 | 0.50% | 100.28 % | 100.78 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'749 EUR | 502'249 EUR | 100.00% | 100.00% |
13.11.2024 | 0.50% | 99.37 % | 99.87 % | 500'000 | 500'000 | 500'000 | 500'000 | 498'391 EUR | 500'891 EUR | 100.00% | 100.00% |
12.11.2024 | 0.50% | 99.75 % | 100.25 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'218 EUR | 504'718 EUR | 98.74% | 98.74% |
11.11.2024 | 0.49% | 100.82 % | 101.32 % | 500'000 | 500'000 | 500'000 | 500'000 | 504'422 EUR | 506'922 EUR | 100.00% | 100.00% |
08.11.2024 | 0.50% | 100.29 % | 100.79 % | 500'000 | 500'000 | 500'000 | 500'000 | 501'664 EUR | 504'164 EUR | 99.83% | 99.83% |
07.11.2024 | 0.50% | 100.49 % | 100.99 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'014 EUR | 504'514 EUR | 100.00% | 100.00% |