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% | 101.10 % | 101.40 % | 500'000 | 500'000 | 494'967 | 494'967 | 500'058 EUR | 501'545 EUR | 99.90% | 99.90% |
20.11.2024 | 0.31% | 101.00 % | 101.30 % | 500'000 | 500'000 | 494'944 | 494'944 | 500'215 EUR | 501'703 EUR | 99.37% | 99.37% |
19.11.2024 | 0.31% | 101.00 % | 101.30 % | 500'000 | 500'000 | 494'970 | 494'970 | 499'643 EUR | 501'131 EUR | 100.00% | 100.00% |
18.11.2024 | 0.31% | 101.00 % | 101.30 % | 500'000 | 500'000 | 494'970 | 494'970 | 499'919 EUR | 501'407 EUR | 100.00% | 100.00% |
15.11.2024 | 0.50% | 100.90 % | 101.40 % | 500'000 | 500'000 | 494'969 | 494'969 | 499'462 EUR | 501'939 EUR | 100.00% | 100.00% |
14.11.2024 | 0.31% | 101.10 % | 101.40 % | 500'000 | 500'000 | 494'924 | 494'924 | 500'354 EUR | 501'842 EUR | 99.10% | 99.10% |
13.11.2024 | 0.31% | 101.10 % | 101.40 % | 500'000 | 500'000 | 494'970 | 494'970 | 500'433 EUR | 501'921 EUR | 100.00% | 100.00% |
12.11.2024 | 0.31% | 101.10 % | 101.40 % | 500'000 | 500'000 | 494'970 | 494'970 | 500'832 EUR | 502'320 EUR | 100.00% | 100.00% |
11.11.2024 | 0.31% | 101.40 % | 101.70 % | 500'000 | 500'000 | 494'919 | 494'919 | 501'837 EUR | 503'324 EUR | 99.01% | 99.01% |
08.11.2024 | 0.31% | 101.20 % | 101.50 % | 500'000 | 500'000 | 494'967 | 494'967 | 500'641 EUR | 502'128 EUR | 100.00% | 100.00% |