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 | 0.31% | 100.60 % | 100.91 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'173 EUR | 504'722 EUR | 99.37% | 99.37% |
19.11.2024 | 0.31% | 100.60 % | 100.91 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'952 EUR | 504'502 EUR | 100.00% | 100.00% |
18.11.2024 | 0.31% | 100.70 % | 101.01 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'386 EUR | 504'936 EUR | 100.00% | 100.00% |
15.11.2024 | 0.50% | 100.60 % | 101.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'995 EUR | 505'495 EUR | 100.00% | 100.00% |
14.11.2024 | 0.31% | 100.60 % | 100.91 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'179 EUR | 503'729 EUR | 99.10% | 99.10% |
13.11.2024 | 0.31% | 100.30 % | 100.61 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'061 EUR | 503'611 EUR | 100.00% | 100.00% |
12.11.2024 | 0.31% | 100.50 % | 100.81 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'022 EUR | 504'572 EUR | 100.00% | 100.00% |
11.11.2024 | 0.31% | 100.70 % | 101.01 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'418 EUR | 504'968 EUR | 100.00% | 100.00% |
08.11.2024 | 0.31% | 100.50 % | 100.81 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'317 EUR | 503'867 EUR | 100.00% | 100.00% |
07.11.2024 | 0.31% | 100.40 % | 100.71 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'584 EUR | 504'134 EUR | 99.23% | 99.23% |