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 | 0.31% | 100.70 % | 101.00 % | 500'000 | 500'000 | 494'969 | 494'969 | 498'434 EUR | 499'921 EUR | 99.90% | 99.90% |
20.11.2024 | 0.31% | 100.70 % | 101.00 % | 500'000 | 500'000 | 494'944 | 494'944 | 498'409 EUR | 499'896 EUR | 99.37% | 99.37% |
19.11.2024 | 0.31% | 100.60 % | 100.90 % | 500'000 | 500'000 | 494'969 | 494'969 | 498'053 EUR | 499'541 EUR | 100.00% | 100.00% |
18.11.2024 | 0.31% | 100.70 % | 101.00 % | 500'000 | 500'000 | 494'970 | 494'970 | 498'324 EUR | 499'812 EUR | 100.00% | 100.00% |
15.11.2024 | 0.51% | 100.50 % | 101.00 % | 500'000 | 500'000 | 494'969 | 494'969 | 497'602 EUR | 500'079 EUR | 100.00% | 100.00% |
14.11.2024 | 0.31% | 100.70 % | 101.00 % | 500'000 | 500'000 | 494'927 | 494'927 | 498'096 EUR | 499'584 EUR | 99.10% | 99.10% |
13.11.2024 | 0.31% | 100.60 % | 100.90 % | 500'000 | 500'000 | 494'970 | 494'970 | 497'904 EUR | 499'391 EUR | 100.00% | 100.00% |
12.11.2024 | 0.31% | 100.60 % | 100.90 % | 500'000 | 500'000 | 494'976 | 494'976 | 498'420 EUR | 499'907 EUR | 100.00% | 100.00% |
11.11.2024 | 0.31% | 100.70 % | 101.00 % | 500'000 | 500'000 | 494'969 | 494'969 | 498'434 EUR | 499'922 EUR | 100.00% | 100.00% |
08.11.2024 | 0.31% | 100.70 % | 101.00 % | 500'000 | 500'000 | 494'967 | 494'967 | 498'431 EUR | 499'919 EUR | 100.00% | 100.00% |