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 | 0.31% | 100.30 % | 100.60 % | 500'000 | 500'000 | 494'971 | 494'971 | 496'485 EUR | 497'972 EUR | 100.00% | 100.00% |
19.11.2024 | 0.31% | 100.30 % | 100.60 % | 500'000 | 500'000 | 494'969 | 494'969 | 496'446 EUR | 497'934 EUR | 100.00% | 100.00% |
18.11.2024 | 0.31% | 100.40 % | 100.70 % | 500'000 | 500'000 | 494'969 | 494'969 | 496'493 EUR | 497'980 EUR | 100.00% | 100.00% |
15.11.2024 | 0.31% | 100.40 % | 100.70 % | 500'000 | 500'000 | 494'825 | 494'825 | 496'777 EUR | 498'264 EUR | 97.21% | 97.21% |
14.11.2024 | 0.31% | 100.30 % | 100.60 % | 500'000 | 500'000 | 494'925 | 494'925 | 496'334 EUR | 497'822 EUR | 99.10% | 99.10% |
13.11.2024 | 0.31% | 100.30 % | 100.60 % | 500'000 | 500'000 | 494'970 | 494'970 | 496'379 EUR | 497'867 EUR | 100.00% | 100.00% |
12.11.2024 | 0.31% | 100.20 % | 100.50 % | 500'000 | 500'000 | 494'970 | 494'970 | 496'276 EUR | 497'764 EUR | 100.00% | 100.00% |
11.11.2024 | 0.31% | 100.30 % | 100.60 % | 500'000 | 500'000 | 494'969 | 494'969 | 496'749 EUR | 498'237 EUR | 100.00% | 100.00% |
08.11.2024 | 0.31% | 100.20 % | 100.50 % | 500'000 | 500'000 | 494'970 | 494'970 | 496'281 EUR | 497'768 EUR | 100.00% | 100.00% |
07.11.2024 | 0.31% | 100.20 % | 100.50 % | 500'000 | 500'000 | 494'969 | 494'969 | 496'168 EUR | 497'655 EUR | 100.00% | 100.00% |