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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22.11.2024 | 0.50% | 100.46 % | 100.96 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'672 EUR | 503'172 EUR | 100.00% | 100.00% |
20.11.2024 | 0.50% | 100.41 % | 100.91 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'578 EUR | 506'078 EUR | 100.00% | 100.00% |
19.11.2024 | 0.50% | 100.43 % | 100.93 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'071 EUR | 504'571 EUR | 89.37% | 89.37% |
18.11.2024 | 0.49% | 101.00 % | 101.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 505'221 EUR | 507'721 EUR | 99.66% | 99.66% |
15.11.2024 | 0.49% | 101.08 % | 101.58 % | 500'000 | 500'000 | 500'000 | 500'000 | 506'274 EUR | 508'774 EUR | 100.00% | 100.00% |
14.11.2024 | 0.50% | 100.80 % | 101.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'243 EUR | 505'743 EUR | 100.00% | 100.00% |
13.11.2024 | 0.50% | 100.33 % | 100.83 % | 500'000 | 500'000 | 500'000 | 500'000 | 501'611 EUR | 504'111 EUR | 100.00% | 100.00% |
12.11.2024 | 0.49% | 100.25 % | 100.75 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'856 EUR | 506'356 EUR | 98.75% | 98.75% |
11.11.2024 | 0.49% | 101.43 % | 101.93 % | 500'000 | 500'000 | 500'000 | 500'000 | 506'484 EUR | 508'984 EUR | 100.00% | 100.00% |
08.11.2024 | 0.50% | 99.86 % | 100.36 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'852 EUR | 503'352 EUR | 99.83% | 99.83% |