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 | 0.80% | 102.50 % | 103.30 % | 500'000 | 500'000 | 494'893 | 494'893 | 507'282 EUR | 511'246 EUR | 98.41% | 98.41% |
19.11.2024 | 0.80% | 102.70 % | 103.50 % | 500'000 | 500'000 | 494'891 | 494'891 | 508'233 EUR | 512'198 EUR | 98.48% | 98.48% |
18.11.2024 | 0.80% | 102.30 % | 103.10 % | 500'000 | 500'000 | 494'971 | 494'971 | 506'411 EUR | 510'376 EUR | 100.00% | 100.00% |
15.11.2024 | 0.99% | 102.30 % | 103.30 % | 500'000 | 500'000 | 494'921 | 494'921 | 506'421 EUR | 511'375 EUR | 99.04% | 99.04% |
14.11.2024 | 0.80% | 102.20 % | 103.00 % | 500'000 | 500'000 | 494'924 | 494'924 | 505'762 EUR | 509'726 EUR | 99.10% | 99.10% |
13.11.2024 | 0.80% | 102.20 % | 103.00 % | 500'000 | 500'000 | 494'957 | 494'957 | 505'709 EUR | 509'674 EUR | 99.74% | 99.74% |
12.11.2024 | 0.80% | 102.70 % | 103.50 % | 500'000 | 500'000 | 494'969 | 494'969 | 508'630 EUR | 512'595 EUR | 100.00% | 100.00% |
11.11.2024 | 0.80% | 102.70 % | 103.50 % | 500'000 | 500'000 | 494'973 | 494'973 | 507'773 EUR | 511'738 EUR | 100.00% | 100.00% |
08.11.2024 | 0.80% | 102.20 % | 103.00 % | 500'000 | 500'000 | 494'970 | 494'970 | 505'188 EUR | 509'153 EUR | 100.00% | 100.00% |
07.11.2024 | 0.80% | 102.60 % | 103.40 % | 500'000 | 500'000 | 494'832 | 494'832 | 507'006 EUR | 510'970 EUR | 97.34% | 97.34% |