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 | 0.78% | 102.40 % | 103.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 512'963 EUR | 516'963 EUR | 97.95% | 97.95% |
19.11.2024 | 0.97% | 102.40 % | 103.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 511'991 EUR | 516'991 EUR | 100.00% | 100.00% |
18.11.2024 | 0.97% | 102.20 % | 103.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 510'787 EUR | 515'787 EUR | 100.00% | 100.00% |
15.11.2024 | 0.78% | 102.50 % | 103.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 512'539 EUR | 516'539 EUR | 97.21% | 97.21% |
14.11.2024 | 0.78% | 102.40 % | 103.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 511'500 EUR | 515'500 EUR | 100.00% | 100.00% |
13.11.2024 | 0.97% | 102.10 % | 103.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 510'641 EUR | 515'641 EUR | 100.00% | 100.00% |
12.11.2024 | 0.97% | 101.90 % | 102.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 510'886 EUR | 515'886 EUR | 100.00% | 100.00% |
11.11.2024 | 0.78% | 102.30 % | 103.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 511'831 EUR | 515'831 EUR | 100.00% | 100.00% |
08.11.2024 | 0.78% | 101.80 % | 102.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 509'005 EUR | 513'005 EUR | 100.00% | 100.00% |
07.11.2024 | 0.98% | 101.80 % | 102.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 508'920 EUR | 513'920 EUR | 99.23% | 99.23% |