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 | 0.31% | 101.80 % | 102.11 % | 500'000 | 500'000 | 494'967 | 494'967 | 503'863 EUR | 505'400 EUR | 99.90% | 99.90% |
20.11.2024 | 0.31% | 101.80 % | 102.11 % | 500'000 | 500'000 | 494'944 | 494'944 | 503'854 EUR | 505'390 EUR | 99.37% | 99.37% |
19.11.2024 | 0.31% | 101.70 % | 102.01 % | 500'000 | 500'000 | 494'970 | 494'970 | 503'169 EUR | 504'706 EUR | 100.00% | 100.00% |
18.11.2024 | 0.31% | 101.80 % | 102.11 % | 500'000 | 500'000 | 494'970 | 494'970 | 503'627 EUR | 505'164 EUR | 100.00% | 100.00% |
15.11.2024 | 0.50% | 101.70 % | 102.20 % | 500'000 | 500'000 | 494'969 | 494'969 | 503'285 EUR | 505'763 EUR | 100.00% | 100.00% |
14.11.2024 | 0.31% | 101.80 % | 102.11 % | 500'000 | 500'000 | 494'924 | 494'924 | 503'832 EUR | 505'369 EUR | 99.10% | 99.10% |
13.11.2024 | 0.31% | 101.80 % | 102.11 % | 500'000 | 500'000 | 494'970 | 494'970 | 504'020 EUR | 505'557 EUR | 100.00% | 100.00% |
12.11.2024 | 0.31% | 101.90 % | 102.21 % | 500'000 | 500'000 | 494'970 | 494'970 | 504'409 EUR | 505'946 EUR | 100.00% | 100.00% |
11.11.2024 | 0.31% | 102.20 % | 102.51 % | 500'000 | 500'000 | 494'919 | 494'919 | 505'782 EUR | 507'319 EUR | 99.01% | 99.01% |
08.11.2024 | 0.31% | 101.90 % | 102.21 % | 500'000 | 500'000 | 494'967 | 494'967 | 504'016 EUR | 505'553 EUR | 100.00% | 100.00% |