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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22.11.2024 | 0.31% | 104.60 % | 104.91 % | 500'000 | 500'000 | 494'969 | 494'969 | 517'596 EUR | 519'133 EUR | 99.90% | 99.90% |
20.11.2024 | 0.31% | 104.30 % | 104.61 % | 500'000 | 500'000 | 494'944 | 494'944 | 516'289 EUR | 517'825 EUR | 99.37% | 99.37% |
19.11.2024 | 0.31% | 104.50 % | 104.81 % | 500'000 | 500'000 | 494'935 | 494'935 | 517'178 EUR | 518'715 EUR | 99.34% | 99.34% |
18.11.2024 | 0.31% | 104.60 % | 104.91 % | 500'000 | 500'000 | 494'970 | 494'970 | 518'246 EUR | 519'784 EUR | 100.00% | 100.00% |
15.11.2024 | 0.49% | 104.70 % | 105.20 % | 500'000 | 500'000 | 494'969 | 494'969 | 517'976 EUR | 520'453 EUR | 100.00% | 100.00% |
14.11.2024 | 0.31% | 105.00 % | 105.31 % | 500'000 | 500'000 | 494'928 | 494'928 | 519'350 EUR | 520'887 EUR | 99.10% | 99.10% |
13.11.2024 | 0.31% | 104.90 % | 105.21 % | 500'000 | 500'000 | 494'888 | 494'888 | 518'878 EUR | 520'415 EUR | 98.41% | 98.41% |
12.11.2024 | 0.31% | 104.50 % | 104.81 % | 500'000 | 500'000 | 494'936 | 494'936 | 518'021 EUR | 519'558 EUR | 99.24% | 99.24% |
11.11.2024 | 0.31% | 104.60 % | 104.91 % | 500'000 | 500'000 | 494'971 | 494'971 | 517'372 EUR | 518'909 EUR | 100.00% | 100.00% |
08.11.2024 | 0.31% | 104.50 % | 104.81 % | 500'000 | 500'000 | 494'967 | 494'967 | 516'581 EUR | 518'118 EUR | 100.00% | 100.00% |