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% | 100.70 % | 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% | 100.70 % | 101.00 % | 500'000 | 500'000 | 494'970 | 494'970 | 498'434 EUR | 499'922 EUR | 100.00% | 100.00% |
18.11.2024 | 0.31% | 100.70 % | 101.00 % | 500'000 | 500'000 | 494'971 | 494'971 | 498'577 EUR | 500'064 EUR | 100.00% | 100.00% |
15.11.2024 | 0.51% | 100.70 % | 101.20 % | 500'000 | 500'000 | 494'969 | 494'969 | 498'409 EUR | 500'886 EUR | 100.00% | 100.00% |
14.11.2024 | 0.31% | 100.80 % | 101.10 % | 500'000 | 500'000 | 494'927 | 494'927 | 498'731 EUR | 500'218 EUR | 99.10% | 99.10% |
13.11.2024 | 0.31% | 100.80 % | 101.10 % | 500'000 | 500'000 | 494'970 | 494'970 | 498'929 EUR | 500'417 EUR | 100.00% | 100.00% |
12.11.2024 | 0.31% | 100.80 % | 101.10 % | 500'000 | 500'000 | 494'975 | 494'975 | 498'838 EUR | 500'326 EUR | 100.00% | 100.00% |
11.11.2024 | 0.31% | 100.80 % | 101.10 % | 500'000 | 500'000 | 494'973 | 494'973 | 498'932 EUR | 500'420 EUR | 100.00% | 100.00% |
08.11.2024 | 0.31% | 100.80 % | 101.10 % | 500'000 | 500'000 | 494'967 | 494'967 | 498'926 EUR | 500'414 EUR | 100.00% | 100.00% |
07.11.2024 | 0.31% | 100.80 % | 101.10 % | 500'000 | 500'000 | 494'931 | 494'931 | 499'012 EUR | 500'500 EUR | 99.23% | 99.23% |