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 | 0.29% | 102.30 % | 102.60 % | 500'000 | 500'000 | 486'886 | 486'886 | 498'017 EUR | 499'478 EUR | 99.37% | 99.37% |
19.11.2024 | 0.29% | 102.30 % | 102.60 % | 500'000 | 500'000 | 486'953 | 486'953 | 498'272 EUR | 499'733 EUR | 99.88% | 99.88% |
18.11.2024 | 0.29% | 102.40 % | 102.70 % | 500'000 | 500'000 | 486'975 | 486'975 | 498'750 EUR | 500'211 EUR | 100.00% | 100.00% |
15.11.2024 | 0.49% | 102.40 % | 102.90 % | 500'000 | 500'000 | 486'970 | 486'970 | 498'657 EUR | 501'092 EUR | 100.00% | 100.00% |
14.11.2024 | 0.29% | 102.60 % | 102.90 % | 500'000 | 500'000 | 486'852 | 486'852 | 499'934 EUR | 501'394 EUR | 99.10% | 99.10% |
13.11.2024 | 0.29% | 102.70 % | 103.00 % | 500'000 | 500'000 | 486'971 | 486'971 | 500'119 EUR | 501'580 EUR | 100.00% | 100.00% |
12.11.2024 | 0.29% | 102.80 % | 103.10 % | 500'000 | 500'000 | 486'970 | 486'970 | 500'608 EUR | 502'068 EUR | 100.00% | 100.00% |
11.11.2024 | 0.29% | 102.90 % | 103.20 % | 500'000 | 500'000 | 486'970 | 486'970 | 500'730 EUR | 502'191 EUR | 100.00% | 100.00% |
08.11.2024 | 0.29% | 102.60 % | 102.90 % | 500'000 | 500'000 | 486'973 | 486'973 | 499'685 EUR | 501'146 EUR | 100.00% | 100.00% |
07.11.2024 | 0.29% | 102.70 % | 103.00 % | 500'000 | 500'000 | 486'869 | 486'869 | 499'684 EUR | 501'144 EUR | 99.23% | 99.23% |