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 | 0.50% | 100.60 % | 101.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'000 EUR | 505'500 EUR | 99.37% | 99.37% |
19.11.2024 | 0.50% | 100.50 % | 101.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'500 EUR | 505'000 EUR | 100.00% | 100.00% |
18.11.2024 | 0.50% | 100.50 % | 101.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'604 EUR | 505'104 EUR | 100.00% | 100.00% |
15.11.2024 | 0.50% | 100.60 % | 101.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'958 EUR | 505'458 EUR | 100.00% | 100.00% |
14.11.2024 | 0.50% | 100.50 % | 101.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'508 EUR | 505'008 EUR | 99.10% | 99.10% |
13.11.2024 | 0.50% | 100.60 % | 101.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'870 EUR | 505'370 EUR | 100.00% | 100.00% |
12.11.2024 | 0.50% | 100.50 % | 101.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'613 EUR | 505'113 EUR | 100.00% | 100.00% |
11.11.2024 | 0.50% | 100.60 % | 101.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'000 EUR | 505'500 EUR | 100.00% | 100.00% |
08.11.2024 | 0.50% | 100.60 % | 101.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'000 EUR | 505'500 EUR | 100.00% | 100.00% |
07.11.2024 | 0.50% | 100.60 % | 101.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'000 EUR | 505'500 EUR | 99.76% | 99.76% |