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 | 0.49% | 101.76 % | 102.26 % | 500'000 | 500'000 | 500'000 | 500'000 | 510'060 EUR | 512'560 EUR | 100.00% | 100.00% |
19.11.2024 | 0.49% | 101.85 % | 102.35 % | 500'000 | 500'000 | 500'000 | 500'000 | 508'649 EUR | 511'149 EUR | 89.37% | 89.37% |
18.11.2024 | 0.49% | 102.74 % | 103.24 % | 500'000 | 500'000 | 500'000 | 500'000 | 513'100 EUR | 515'600 EUR | 99.66% | 99.66% |
15.11.2024 | 0.49% | 102.39 % | 102.89 % | 500'000 | 500'000 | 500'000 | 500'000 | 512'345 EUR | 514'845 EUR | 100.00% | 100.00% |
14.11.2024 | 0.49% | 102.48 % | 102.98 % | 500'000 | 500'000 | 500'000 | 500'000 | 511'121 EUR | 513'621 EUR | 100.00% | 100.00% |
13.11.2024 | 0.49% | 101.86 % | 102.36 % | 500'000 | 500'000 | 500'000 | 500'000 | 510'110 EUR | 512'610 EUR | 100.00% | 100.00% |
12.11.2024 | 0.49% | 101.88 % | 102.38 % | 500'000 | 500'000 | 500'000 | 500'000 | 511'362 EUR | 513'862 EUR | 98.72% | 98.72% |
11.11.2024 | 0.49% | 102.44 % | 102.94 % | 500'000 | 500'000 | 500'000 | 500'000 | 511'643 EUR | 514'143 EUR | 100.00% | 100.00% |
08.11.2024 | 0.49% | 101.89 % | 102.39 % | 500'000 | 500'000 | 500'000 | 500'000 | 509'097 EUR | 511'597 EUR | 99.83% | 99.83% |
07.11.2024 | 0.49% | 101.84 % | 102.34 % | 500'000 | 500'000 | 500'000 | 500'000 | 509'808 EUR | 512'308 EUR | 100.00% | 100.00% |