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 | 0.49% | 101.90 % | 102.40 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 1'020'110 EUR | 512'554 EUR | 97.14% | 97.14% |
19.11.2024 | 0.49% | 101.60 % | 102.10 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 1'016'300 EUR | 510'652 EUR | 99.36% | 99.36% |
18.11.2024 | 0.49% | 102.35 % | 102.85 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 1'024'460 EUR | 514'729 EUR | 99.37% | 99.37% |
15.11.2024 | 0.49% | 102.40 % | 102.90 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 1'024'900 EUR | 514'949 EUR | 99.37% | 99.37% |
14.11.2024 | 0.49% | 102.50 % | 103.00 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 1'023'910 EUR | 514'455 EUR | 99.37% | 99.37% |
13.11.2024 | 0.49% | 102.15 % | 102.65 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 1'022'530 EUR | 513'765 EUR | 99.37% | 99.37% |
12.11.2024 | 0.49% | 102.00 % | 102.50 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 1'022'840 EUR | 513'920 EUR | 99.38% | 99.38% |
11.11.2024 | 0.49% | 102.30 % | 102.80 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 1'021'720 EUR | 513'359 EUR | 99.38% | 99.38% |
08.11.2024 | 0.49% | 101.90 % | 102.40 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 1'017'640 EUR | 511'322 EUR | 99.38% | 99.38% |
07.11.2024 | 0.49% | 101.80 % | 102.30 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 1'017'580 EUR | 511'292 EUR | 98.97% | 98.97% |