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 | 0.32% | 100.80 % | 101.11 % | 500'000 | 500'000 | 494'940 | 494'940 | 499'290 EUR | 500'826 EUR | 99.37% | 99.37% |
19.11.2024 | 0.32% | 100.80 % | 101.11 % | 500'000 | 500'000 | 494'970 | 494'970 | 499'024 EUR | 500'561 EUR | 100.00% | 100.00% |
18.11.2024 | 0.32% | 100.80 % | 101.11 % | 500'000 | 500'000 | 494'970 | 494'970 | 498'929 EUR | 500'467 EUR | 100.00% | 100.00% |
15.11.2024 | 0.51% | 100.80 % | 101.30 % | 500'000 | 500'000 | 494'969 | 494'969 | 498'929 EUR | 501'407 EUR | 100.00% | 100.00% |
14.11.2024 | 0.32% | 101.00 % | 101.31 % | 500'000 | 500'000 | 494'925 | 494'925 | 499'728 EUR | 501'264 EUR | 99.10% | 99.10% |
13.11.2024 | 0.32% | 100.80 % | 101.11 % | 500'000 | 500'000 | 494'970 | 494'970 | 498'945 EUR | 500'482 EUR | 100.00% | 100.00% |
12.11.2024 | 0.32% | 100.80 % | 101.11 % | 500'000 | 500'000 | 494'973 | 494'973 | 499'365 EUR | 500'902 EUR | 100.00% | 100.00% |
11.11.2024 | 0.32% | 100.90 % | 101.21 % | 500'000 | 500'000 | 494'969 | 494'969 | 499'424 EUR | 500'961 EUR | 100.00% | 100.00% |
08.11.2024 | 0.32% | 100.90 % | 101.21 % | 500'000 | 500'000 | 494'970 | 494'970 | 499'424 EUR | 500'961 EUR | 100.00% | 100.00% |
07.11.2024 | 0.32% | 100.80 % | 101.11 % | 500'000 | 500'000 | 494'931 | 494'931 | 498'890 EUR | 500'427 EUR | 99.23% | 99.23% |