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% | 101.00 % | 101.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 506'554 EUR | 510'554 EUR | 98.27% | 98.27% |
19.11.2024 | 0.79% | 100.80 % | 101.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'399 EUR | 507'399 EUR | 99.81% | 99.81% |
18.11.2024 | 0.79% | 101.20 % | 102.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 505'018 EUR | 509'018 EUR | 100.00% | 100.00% |
15.11.2024 | 0.79% | 100.50 % | 101.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'796 EUR | 506'796 EUR | 100.00% | 100.00% |
14.11.2024 | 0.79% | 101.20 % | 102.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 504'888 EUR | 508'888 EUR | 100.00% | 100.00% |
13.11.2024 | 0.79% | 100.40 % | 101.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'757 EUR | 507'757 EUR | 100.00% | 100.00% |
12.11.2024 | 0.79% | 100.90 % | 101.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 506'327 EUR | 510'327 EUR | 100.00% | 100.00% |
11.11.2024 | 0.79% | 101.10 % | 101.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 504'085 EUR | 508'085 EUR | 100.00% | 100.00% |
08.11.2024 | 0.80% | 99.30 % | 100.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 497'134 EUR | 501'134 EUR | 100.00% | 100.00% |
07.11.2024 | 0.80% | 99.40 % | 100.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 497'911 EUR | 501'911 EUR | 99.24% | 99.24% |