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 | 0.32% | 101.00 % | 101.31 % | 500'000 | 500'000 | 494'940 | 494'940 | 500'047 EUR | 501'583 EUR | 99.37% | 99.37% |
19.11.2024 | 0.32% | 101.20 % | 101.51 % | 500'000 | 500'000 | 494'968 | 494'968 | 500'662 EUR | 502'199 EUR | 100.00% | 100.00% |
18.11.2024 | 0.32% | 101.30 % | 101.61 % | 500'000 | 500'000 | 494'971 | 494'971 | 502'093 EUR | 503'631 EUR | 100.00% | 100.00% |
15.11.2024 | 0.50% | 101.60 % | 102.10 % | 500'000 | 500'000 | 494'969 | 494'969 | 501'178 EUR | 503'656 EUR | 100.00% | 100.00% |
14.11.2024 | 0.32% | 101.40 % | 101.71 % | 500'000 | 500'000 | 494'927 | 494'927 | 501'535 EUR | 503'072 EUR | 99.10% | 99.10% |
13.11.2024 | 0.32% | 101.30 % | 101.61 % | 500'000 | 500'000 | 494'970 | 494'970 | 501'283 EUR | 502'820 EUR | 100.00% | 100.00% |
12.11.2024 | 0.32% | 101.50 % | 101.81 % | 500'000 | 500'000 | 494'975 | 494'975 | 502'782 EUR | 504'319 EUR | 100.00% | 100.00% |
11.11.2024 | 0.32% | 101.40 % | 101.71 % | 500'000 | 500'000 | 494'969 | 494'969 | 502'015 EUR | 503'552 EUR | 100.00% | 100.00% |
08.11.2024 | 0.32% | 101.60 % | 101.91 % | 500'000 | 500'000 | 494'970 | 494'970 | 502'888 EUR | 504'425 EUR | 100.00% | 100.00% |
07.11.2024 | 0.31% | 101.70 % | 102.01 % | 500'000 | 500'000 | 494'931 | 494'931 | 504'022 EUR | 505'558 EUR | 99.23% | 99.23% |