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% | 102.10 % | 102.40 % | 500'000 | 500'000 | 494'940 | 494'940 | 505'466 EUR | 506'954 EUR | 99.37% | 99.37% |
19.11.2024 | 0.30% | 102.10 % | 102.40 % | 500'000 | 500'000 | 494'968 | 494'968 | 505'459 EUR | 506'946 EUR | 100.00% | 100.00% |
18.11.2024 | 0.30% | 102.20 % | 102.50 % | 500'000 | 500'000 | 494'970 | 494'970 | 505'814 EUR | 507'301 EUR | 100.00% | 100.00% |
15.11.2024 | 0.50% | 102.10 % | 102.60 % | 500'000 | 500'000 | 494'969 | 494'969 | 505'357 EUR | 507'835 EUR | 100.00% | 100.00% |
14.11.2024 | 0.30% | 102.20 % | 102.50 % | 500'000 | 500'000 | 494'927 | 494'927 | 505'343 EUR | 506'831 EUR | 99.10% | 99.10% |
13.11.2024 | 0.30% | 102.10 % | 102.40 % | 500'000 | 500'000 | 494'970 | 494'970 | 505'412 EUR | 506'900 EUR | 100.00% | 100.00% |
12.11.2024 | 0.30% | 102.20 % | 102.50 % | 500'000 | 500'000 | 494'976 | 494'976 | 505'866 EUR | 507'353 EUR | 100.00% | 100.00% |
11.11.2024 | 0.30% | 102.20 % | 102.50 % | 500'000 | 500'000 | 494'969 | 494'969 | 505'552 EUR | 507'039 EUR | 100.00% | 100.00% |
08.11.2024 | 0.30% | 102.30 % | 102.60 % | 500'000 | 500'000 | 494'970 | 494'970 | 506'296 EUR | 507'784 EUR | 100.00% | 100.00% |
07.11.2024 | 0.30% | 102.30 % | 102.60 % | 500'000 | 500'000 | 494'931 | 494'931 | 506'535 EUR | 508'022 EUR | 99.23% | 99.23% |