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 | 0.79% | 100.50 % | 101.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'734 EUR | 506'734 EUR | 97.95% | 97.95% |
19.11.2024 | 0.79% | 101.10 % | 101.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 504'461 EUR | 508'461 EUR | 99.90% | 99.90% |
18.11.2024 | 0.79% | 101.10 % | 101.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 505'509 EUR | 509'509 EUR | 100.00% | 100.00% |
15.11.2024 | 0.78% | 101.60 % | 102.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 508'320 EUR | 512'320 EUR | 100.00% | 100.00% |
14.11.2024 | 0.78% | 101.80 % | 102.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 509'724 EUR | 513'724 EUR | 100.00% | 100.00% |
13.11.2024 | 0.78% | 102.50 % | 103.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 512'102 EUR | 516'102 EUR | 100.00% | 100.00% |
12.11.2024 | 0.77% | 103.50 % | 104.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 518'508 EUR | 522'508 EUR | 100.00% | 100.00% |
11.11.2024 | 0.77% | 103.40 % | 104.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 516'565 EUR | 520'565 EUR | 100.00% | 100.00% |
08.11.2024 | 0.77% | 103.70 % | 104.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 517'493 EUR | 521'493 EUR | 100.00% | 100.00% |
07.11.2024 | 0.77% | 103.80 % | 104.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 515'528 EUR | 519'528 EUR | 99.23% | 99.23% |