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 | 0.46% | 107.41 % | 107.91 % | 2'000'000 | 500'000 | 2'000'000 | 500'000 | 2'148'890 EUR | 539'724 EUR | 100.00% | 100.00% |
19.11.2024 | 0.47% | 107.10 % | 107.60 % | 2'000'000 | 500'000 | 2'000'000 | 500'000 | 2'140'320 EUR | 537'581 EUR | 89.38% | 89.38% |
18.11.2024 | 0.47% | 107.15 % | 107.65 % | 2'000'000 | 500'000 | 2'000'000 | 500'000 | 2'142'560 EUR | 538'140 EUR | 99.68% | 99.68% |
15.11.2024 | 0.47% | 106.99 % | 107.49 % | 2'000'000 | 500'000 | 2'000'000 | 500'000 | 2'140'500 EUR | 537'625 EUR | 100.00% | 100.00% |
14.11.2024 | 0.47% | 106.79 % | 107.29 % | 2'000'000 | 500'000 | 2'000'000 | 500'000 | 2'133'010 EUR | 535'753 EUR | 100.00% | 100.00% |
13.11.2024 | 0.47% | 106.30 % | 106.80 % | 2'000'000 | 500'000 | 2'000'000 | 500'000 | 2'127'970 EUR | 534'493 EUR | 100.00% | 100.00% |
12.11.2024 | 0.47% | 106.31 % | 106.81 % | 2'000'000 | 500'000 | 2'000'000 | 500'000 | 2'131'860 EUR | 535'464 EUR | 98.75% | 98.75% |
11.11.2024 | 0.47% | 106.59 % | 107.09 % | 2'000'000 | 500'000 | 2'000'000 | 500'000 | 2'133'200 EUR | 535'799 EUR | 100.00% | 100.00% |
08.11.2024 | 0.47% | 106.52 % | 107.02 % | 2'000'000 | 500'000 | 2'000'000 | 500'000 | 2'130'650 EUR | 535'162 EUR | 99.85% | 99.85% |
07.11.2024 | 0.47% | 106.68 % | 107.18 % | 2'000'000 | 500'000 | 2'000'000 | 500'000 | 2'129'830 EUR | 534'957 EUR | 100.00% | 100.00% |