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 | 0.77% | 103.30 % | 104.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 516'982 EUR | 520'982 EUR | 97.95% | 97.95% |
19.11.2024 | 0.77% | 103.30 % | 104.10 % | 500'000 | 500'000 | 498'368 | 498'368 | 515'152 EUR | 519'147 EUR | 100.00% | 100.00% |
18.11.2024 | 0.96% | 103.30 % | 104.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 516'430 EUR | 521'430 EUR | 100.00% | 100.00% |
15.11.2024 | 0.96% | 103.20 % | 104.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 516'000 EUR | 521'000 EUR | 100.00% | 100.00% |
14.11.2024 | 0.77% | 103.30 % | 104.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 516'477 EUR | 520'477 EUR | 100.00% | 100.00% |
13.11.2024 | 0.77% | 103.20 % | 104.00 % | 500'000 | 500'000 | 499'455 | 499'455 | 515'495 EUR | 519'493 EUR | 100.00% | 100.00% |
12.11.2024 | 0.97% | 103.30 % | 104.30 % | 500'000 | 500'000 | 498'303 | 498'303 | 514'743 EUR | 519'734 EUR | 100.00% | 100.00% |
11.11.2024 | 0.97% | 103.20 % | 104.20 % | 500'000 | 500'000 | 497'978 | 497'978 | 513'514 EUR | 518'503 EUR | 100.00% | 100.00% |
08.11.2024 | 0.78% | 102.80 % | 103.60 % | 500'000 | 500'000 | 499'927 | 499'927 | 513'486 EUR | 517'486 EUR | 100.00% | 100.00% |
07.11.2024 | 0.77% | 103.20 % | 104.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 516'078 EUR | 520'078 EUR | 99.23% | 99.23% |