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 | 0.98% | 101.20 % | 102.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 506'685 EUR | 511'685 EUR | 98.59% | 98.59% |
19.11.2024 | 0.79% | 100.90 % | 101.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 504'189 EUR | 508'189 EUR | 100.00% | 100.00% |
18.11.2024 | 0.79% | 100.70 % | 101.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'756 EUR | 507'756 EUR | 100.00% | 100.00% |
15.11.2024 | 0.98% | 101.00 % | 102.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 505'161 EUR | 510'161 EUR | 100.00% | 100.00% |
14.11.2024 | 0.98% | 101.40 % | 102.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 506'916 EUR | 511'916 EUR | 100.00% | 100.00% |
13.11.2024 | 0.78% | 101.70 % | 102.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 509'152 EUR | 513'152 EUR | 100.00% | 100.00% |
12.11.2024 | 0.78% | 101.60 % | 102.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 508'905 EUR | 512'905 EUR | 100.00% | 100.00% |
11.11.2024 | 0.98% | 101.50 % | 102.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 507'382 EUR | 512'382 EUR | 100.00% | 100.00% |
08.11.2024 | 0.98% | 101.40 % | 102.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 506'969 EUR | 511'969 EUR | 100.00% | 100.00% |
07.11.2024 | 0.78% | 101.40 % | 102.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 507'814 EUR | 511'814 EUR | 100.00% | 100.00% |