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 |
---|---|---|---|---|---|---|---|---|---|---|---|
25.11.2024 | 0.31% | 102.50 % | 102.81 % | 500'000 | 500'000 | 494'970 | 494'970 | 507'758 EUR | 509'295 EUR | 100.00% | 100.00% |
22.11.2024 | 0.31% | 102.70 % | 103.01 % | 500'000 | 500'000 | 494'968 | 494'968 | 508'069 EUR | 509'606 EUR | 99.90% | 99.90% |
20.11.2024 | 0.31% | 102.40 % | 102.71 % | 500'000 | 500'000 | 494'893 | 494'893 | 506'531 EUR | 508'067 EUR | 98.41% | 98.41% |
19.11.2024 | 0.31% | 102.60 % | 102.91 % | 500'000 | 500'000 | 494'891 | 494'891 | 507'730 EUR | 509'267 EUR | 98.48% | 98.48% |
18.11.2024 | 0.31% | 102.20 % | 102.51 % | 500'000 | 500'000 | 494'971 | 494'971 | 505'943 EUR | 507'480 EUR | 100.00% | 100.00% |
15.11.2024 | 0.50% | 102.10 % | 102.60 % | 500'000 | 500'000 | 494'921 | 494'921 | 505'653 EUR | 508'131 EUR | 99.04% | 99.04% |
14.11.2024 | 0.31% | 102.10 % | 102.41 % | 500'000 | 500'000 | 494'924 | 494'924 | 505'254 EUR | 506'791 EUR | 99.10% | 99.10% |
13.11.2024 | 0.31% | 102.10 % | 102.41 % | 500'000 | 500'000 | 494'957 | 494'957 | 505'388 EUR | 506'925 EUR | 99.74% | 99.74% |
12.11.2024 | 0.31% | 102.50 % | 102.81 % | 500'000 | 500'000 | 494'969 | 494'969 | 507'728 EUR | 509'265 EUR | 100.00% | 100.00% |
11.11.2024 | 0.31% | 102.70 % | 103.01 % | 500'000 | 500'000 | 494'973 | 494'973 | 507'663 EUR | 509'200 EUR | 100.00% | 100.00% |