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 | 512'337 EUR | 516'337 EUR | 97.95% | 97.95% |
19.11.2024 | 0.78% | 102.20 % | 103.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 511'086 EUR | 515'086 EUR | 100.00% | 100.00% |
18.11.2024 | 0.78% | 102.70 % | 103.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 513'123 EUR | 517'123 EUR | 100.00% | 100.00% |
15.11.2024 | 0.78% | 102.70 % | 103.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 513'984 EUR | 517'984 EUR | 100.00% | 100.00% |
14.11.2024 | 0.78% | 102.40 % | 103.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 511'713 EUR | 515'713 EUR | 100.00% | 100.00% |
13.11.2024 | 0.78% | 102.00 % | 102.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 511'070 EUR | 515'070 EUR | 100.00% | 100.00% |
12.11.2024 | 0.78% | 102.40 % | 103.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 513'616 EUR | 517'616 EUR | 100.00% | 100.00% |
11.11.2024 | 0.77% | 103.00 % | 103.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 515'143 EUR | 519'143 EUR | 100.00% | 100.00% |
08.11.2024 | 0.78% | 102.70 % | 103.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 513'784 EUR | 517'784 EUR | 100.00% | 100.00% |
07.11.2024 | 0.78% | 102.90 % | 103.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 513'784 EUR | 517'784 EUR | 99.24% | 99.24% |