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 | 0.32% | 101.10 % | 101.41 % | 500'000 | 500'000 | 494'931 | 494'931 | 500'427 EUR | 501'964 EUR | 99.18% | 99.18% |
20.11.2024 | 0.31% | 101.50 % | 101.81 % | 500'000 | 500'000 | 494'940 | 494'940 | 502'744 EUR | 504'280 EUR | 99.37% | 99.37% |
19.11.2024 | 0.31% | 101.70 % | 102.01 % | 500'000 | 500'000 | 494'969 | 494'969 | 503'284 EUR | 504'821 EUR | 100.00% | 100.00% |
18.11.2024 | 0.31% | 101.80 % | 102.11 % | 500'000 | 500'000 | 494'970 | 494'970 | 503'898 EUR | 505'435 EUR | 100.00% | 100.00% |
15.11.2024 | 0.50% | 101.60 % | 102.10 % | 500'000 | 500'000 | 494'969 | 494'969 | 502'899 EUR | 505'376 EUR | 100.00% | 100.00% |
14.11.2024 | 0.31% | 101.70 % | 102.01 % | 500'000 | 500'000 | 494'925 | 494'925 | 503'331 EUR | 504'868 EUR | 99.10% | 99.10% |
13.11.2024 | 0.31% | 101.60 % | 101.91 % | 500'000 | 500'000 | 494'970 | 494'970 | 503'130 EUR | 504'667 EUR | 100.00% | 100.00% |
12.11.2024 | 0.31% | 101.70 % | 102.01 % | 500'000 | 500'000 | 494'919 | 494'919 | 503'789 EUR | 505'326 EUR | 98.97% | 98.97% |
11.11.2024 | 0.31% | 101.90 % | 102.21 % | 500'000 | 500'000 | 494'971 | 494'971 | 504'196 EUR | 505'733 EUR | 100.00% | 100.00% |
08.11.2024 | 0.31% | 101.70 % | 102.01 % | 500'000 | 500'000 | 494'970 | 494'970 | 503'425 EUR | 504'962 EUR | 100.00% | 100.00% |