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% | 101.00 % | 101.30 % | 500'000 | 500'000 | 494'944 | 494'944 | 500'260 EUR | 501'748 EUR | 99.37% | 99.37% |
19.11.2024 | 0.31% | 100.90 % | 101.20 % | 500'000 | 500'000 | 494'969 | 494'969 | 499'525 EUR | 501'012 EUR | 100.00% | 100.00% |
18.11.2024 | 0.31% | 100.90 % | 101.20 % | 500'000 | 500'000 | 494'969 | 494'969 | 499'462 EUR | 500'950 EUR | 100.00% | 100.00% |
15.11.2024 | 0.50% | 101.00 % | 101.50 % | 500'000 | 500'000 | 494'969 | 494'969 | 500'383 EUR | 502'860 EUR | 100.00% | 100.00% |
14.11.2024 | 0.31% | 101.20 % | 101.50 % | 500'000 | 500'000 | 494'924 | 494'924 | 500'755 EUR | 502'242 EUR | 99.10% | 99.10% |
13.11.2024 | 0.31% | 101.10 % | 101.40 % | 500'000 | 500'000 | 494'970 | 494'970 | 500'440 EUR | 501'927 EUR | 100.00% | 100.00% |
12.11.2024 | 0.31% | 101.10 % | 101.40 % | 500'000 | 500'000 | 494'970 | 494'970 | 500'857 EUR | 502'345 EUR | 100.00% | 100.00% |
11.11.2024 | 0.31% | 101.40 % | 101.70 % | 500'000 | 500'000 | 494'969 | 494'969 | 502'098 EUR | 503'586 EUR | 100.00% | 100.00% |
08.11.2024 | 0.31% | 101.20 % | 101.50 % | 500'000 | 500'000 | 494'968 | 494'968 | 501'166 EUR | 502'653 EUR | 100.00% | 100.00% |
07.11.2024 | 0.31% | 101.70 % | 102.00 % | 500'000 | 500'000 | 494'900 | 494'900 | 502'703 EUR | 504'190 EUR | 98.64% | 98.64% |