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% | 101.66 % | 102.16 % | 500'000 | 500'000 | 500'000 | 500'000 | 508'937 EUR | 511'437 EUR | 100.00% | 100.00% |
19.11.2024 | 0.49% | 101.78 % | 102.28 % | 500'000 | 500'000 | 500'000 | 500'000 | 508'196 EUR | 510'696 EUR | 89.38% | 89.38% |
18.11.2024 | 0.49% | 101.89 % | 102.39 % | 500'000 | 500'000 | 500'000 | 500'000 | 509'419 EUR | 511'919 EUR | 99.67% | 99.67% |
15.11.2024 | 0.49% | 101.67 % | 102.17 % | 500'000 | 500'000 | 500'000 | 500'000 | 508'632 EUR | 511'132 EUR | 100.00% | 100.00% |
14.11.2024 | 0.49% | 101.69 % | 102.19 % | 500'000 | 500'000 | 500'000 | 500'000 | 507'557 EUR | 510'057 EUR | 100.00% | 100.00% |
13.11.2024 | 0.49% | 101.40 % | 101.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 506'712 EUR | 509'212 EUR | 100.00% | 100.00% |
12.11.2024 | 0.49% | 100.90 % | 101.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 505'230 EUR | 507'730 EUR | 98.71% | 98.71% |
11.11.2024 | 0.49% | 101.19 % | 101.69 % | 500'000 | 500'000 | 500'000 | 500'000 | 505'868 EUR | 508'368 EUR | 100.00% | 100.00% |
08.11.2024 | 0.49% | 100.95 % | 101.45 % | 500'000 | 500'000 | 500'000 | 500'000 | 504'993 EUR | 507'493 EUR | 99.84% | 99.84% |
07.11.2024 | 0.49% | 101.07 % | 101.57 % | 500'000 | 500'000 | 500'000 | 500'000 | 505'202 EUR | 507'702 EUR | 100.00% | 100.00% |