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 | 0.30% | 102.80 % | 103.11 % | 500'000 | 500'000 | 500'000 | 500'000 | 514'084 EUR | 515'633 EUR | 100.00% | 100.00% |
19.11.2024 | 0.30% | 102.60 % | 102.91 % | 500'000 | 500'000 | 500'000 | 500'000 | 512'849 EUR | 514'399 EUR | 100.00% | 100.00% |
18.11.2024 | 0.30% | 103.00 % | 103.31 % | 500'000 | 500'000 | 500'000 | 500'000 | 514'818 EUR | 516'368 EUR | 100.00% | 100.00% |
15.11.2024 | 0.30% | 103.50 % | 103.81 % | 500'000 | 500'000 | 500'000 | 500'000 | 517'979 EUR | 519'528 EUR | 100.00% | 100.00% |
14.11.2024 | 0.30% | 104.30 % | 104.61 % | 500'000 | 500'000 | 500'000 | 500'000 | 518'266 EUR | 519'816 EUR | 99.10% | 99.10% |
13.11.2024 | 0.31% | 100.90 % | 101.21 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'250 EUR | 504'800 EUR | 100.00% | 100.00% |
12.11.2024 | 0.31% | 101.10 % | 101.41 % | 500'000 | 500'000 | 500'000 | 500'000 | 506'518 EUR | 508'068 EUR | 100.00% | 100.00% |
11.11.2024 | 0.30% | 101.70 % | 102.01 % | 500'000 | 500'000 | 500'000 | 500'000 | 508'199 EUR | 509'749 EUR | 100.00% | 100.00% |
08.11.2024 | 0.31% | 101.30 % | 101.61 % | 500'000 | 500'000 | 500'000 | 500'000 | 506'183 EUR | 507'733 EUR | 100.00% | 100.00% |
07.11.2024 | 0.30% | 101.80 % | 102.11 % | 500'000 | 500'000 | 500'000 | 500'000 | 507'436 EUR | 508'986 EUR | 99.24% | 99.24% |