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 | 0.29% | 103.10 % | 103.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 515'488 EUR | 516'988 EUR | 99.90% | 99.90% |
20.11.2024 | 0.29% | 103.30 % | 103.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 516'499 EUR | 517'999 EUR | 100.00% | 100.00% |
19.11.2024 | 0.29% | 103.30 % | 103.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 516'500 EUR | 518'000 EUR | 100.00% | 100.00% |
18.11.2024 | 0.29% | 103.30 % | 103.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 516'563 EUR | 518'063 EUR | 100.00% | 100.00% |
15.11.2024 | 0.29% | 103.40 % | 103.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 517'000 EUR | 518'500 EUR | 100.00% | 100.00% |
14.11.2024 | 0.29% | 103.50 % | 103.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 517'199 EUR | 518'699 EUR | 99.10% | 99.10% |
13.11.2024 | 0.29% | 103.20 % | 103.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 515'943 EUR | 517'443 EUR | 100.00% | 100.00% |
12.11.2024 | 0.29% | 103.20 % | 103.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 516'105 EUR | 517'605 EUR | 100.00% | 100.00% |
11.11.2024 | 0.29% | 103.30 % | 103.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 516'500 EUR | 518'000 EUR | 100.00% | 100.00% |
08.11.2024 | 0.29% | 103.20 % | 103.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 516'155 EUR | 517'655 EUR | 100.00% | 100.00% |