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% | 102.30 % | 103.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 513'404 EUR | 517'404 EUR | 98.58% | 98.58% |
19.11.2024 | 0.78% | 102.60 % | 103.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 512'316 EUR | 516'316 EUR | 100.00% | 100.00% |
18.11.2024 | 0.78% | 102.70 % | 103.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 512'917 EUR | 516'917 EUR | 100.00% | 100.00% |
15.11.2024 | 0.78% | 102.30 % | 103.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 511'623 EUR | 515'623 EUR | 100.00% | 100.00% |
14.11.2024 | 0.78% | 102.40 % | 103.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 510'879 EUR | 514'879 EUR | 100.00% | 100.00% |
13.11.2024 | 0.78% | 101.70 % | 102.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 510'337 EUR | 514'337 EUR | 100.00% | 100.00% |
12.11.2024 | 0.78% | 102.20 % | 103.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 513'280 EUR | 517'280 EUR | 100.00% | 100.00% |
11.11.2024 | 0.97% | 102.40 % | 103.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 510'703 EUR | 515'703 EUR | 100.00% | 100.00% |
08.11.2024 | 0.98% | 100.90 % | 101.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 505'511 EUR | 510'511 EUR | 100.00% | 100.00% |
07.11.2024 | 0.78% | 102.00 % | 102.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 511'182 EUR | 515'182 EUR | 99.24% | 99.24% |