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 | 516'985 EUR | 520'985 EUR | 98.59% | 98.59% |
19.11.2024 | 0.77% | 103.00 % | 103.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 514'819 EUR | 518'819 EUR | 100.00% | 100.00% |
18.11.2024 | 0.77% | 103.70 % | 104.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 518'190 EUR | 522'190 EUR | 100.00% | 100.00% |
15.11.2024 | 0.77% | 103.30 % | 104.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 516'167 EUR | 520'167 EUR | 100.00% | 100.00% |
14.11.2024 | 0.77% | 103.50 % | 104.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 517'509 EUR | 521'509 EUR | 100.00% | 100.00% |
13.11.2024 | 0.78% | 102.40 % | 103.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 513'383 EUR | 517'383 EUR | 100.00% | 100.00% |
12.11.2024 | 0.78% | 102.10 % | 102.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 511'555 EUR | 515'555 EUR | 100.00% | 100.00% |
11.11.2024 | 0.78% | 101.70 % | 102.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 508'223 EUR | 512'223 EUR | 100.00% | 100.00% |
08.11.2024 | 0.79% | 101.30 % | 102.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 505'683 EUR | 509'683 EUR | 100.00% | 100.00% |
07.11.2024 | 0.78% | 101.50 % | 102.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 507'890 EUR | 511'890 EUR | 100.00% | 100.00% |