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% | 100.70 % | 101.01 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'443 EUR | 504'992 EUR | 100.00% | 100.00% |
19.11.2024 | 0.31% | 100.60 % | 100.91 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'104 EUR | 503'654 EUR | 100.00% | 100.00% |
18.11.2024 | 0.31% | 100.50 % | 100.81 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'207 EUR | 503'757 EUR | 100.00% | 100.00% |
15.11.2024 | 0.50% | 100.30 % | 100.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 501'795 EUR | 504'295 EUR | 100.00% | 100.00% |
14.11.2024 | 0.31% | 100.50 % | 100.81 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'552 EUR | 504'102 EUR | 99.10% | 99.10% |
13.11.2024 | 0.31% | 100.70 % | 101.01 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'210 EUR | 504'760 EUR | 100.00% | 100.00% |
12.11.2024 | 0.31% | 100.80 % | 101.11 % | 500'000 | 500'000 | 500'000 | 500'000 | 505'304 EUR | 506'854 EUR | 100.00% | 100.00% |
11.11.2024 | 0.31% | 101.20 % | 101.51 % | 500'000 | 500'000 | 500'000 | 500'000 | 505'638 EUR | 507'188 EUR | 100.00% | 100.00% |
08.11.2024 | 0.31% | 100.80 % | 101.11 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'710 EUR | 505'260 EUR | 100.00% | 100.00% |
07.11.2024 | 0.31% | 100.90 % | 101.21 % | 500'000 | 500'000 | 500'000 | 500'000 | 501'456 EUR | 503'006 EUR | 99.23% | 99.23% |