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 | 0.30% | 101.20 % | 101.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 506'288 EUR | 507'788 EUR | 100.00% | 100.00% |
19.11.2024 | 0.30% | 101.50 % | 101.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 507'446 EUR | 508'946 EUR | 100.00% | 100.00% |
18.11.2024 | 0.29% | 101.70 % | 102.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 508'488 EUR | 509'988 EUR | 100.00% | 100.00% |
15.11.2024 | 0.49% | 101.40 % | 101.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 506'861 EUR | 509'361 EUR | 100.00% | 100.00% |
14.11.2024 | 0.30% | 101.50 % | 101.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 507'687 EUR | 509'187 EUR | 99.10% | 99.10% |
13.11.2024 | 0.29% | 101.40 % | 101.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 507'876 EUR | 509'376 EUR | 100.00% | 100.00% |
12.11.2024 | 0.30% | 101.40 % | 101.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 507'292 EUR | 508'792 EUR | 100.00% | 100.00% |
11.11.2024 | 0.30% | 101.30 % | 101.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 506'555 EUR | 508'055 EUR | 100.00% | 100.00% |
08.11.2024 | 0.30% | 101.10 % | 101.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 506'026 EUR | 507'526 EUR | 100.00% | 100.00% |
07.11.2024 | 0.29% | 101.60 % | 101.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 508'548 EUR | 510'048 EUR | 99.76% | 99.76% |