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 | 0.31% | 100.80 % | 101.11 % | 500'000 | 500'000 | 500'000 | 500'000 | 504'832 EUR | 506'381 EUR | 99.37% | 99.37% |
19.11.2024 | 0.31% | 100.70 % | 101.01 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'130 EUR | 504'680 EUR | 100.00% | 100.00% |
18.11.2024 | 0.31% | 100.80 % | 101.11 % | 500'000 | 500'000 | 500'000 | 500'000 | 504'059 EUR | 505'609 EUR | 100.00% | 100.00% |
15.11.2024 | 0.49% | 100.90 % | 101.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 505'093 EUR | 507'593 EUR | 100.00% | 100.00% |
14.11.2024 | 0.31% | 101.20 % | 101.51 % | 500'000 | 500'000 | 500'000 | 500'000 | 505'872 EUR | 507'422 EUR | 99.10% | 99.10% |
13.11.2024 | 0.31% | 101.00 % | 101.31 % | 500'000 | 500'000 | 500'000 | 500'000 | 504'539 EUR | 506'089 EUR | 100.00% | 100.00% |
12.11.2024 | 0.31% | 100.90 % | 101.21 % | 500'000 | 500'000 | 500'000 | 500'000 | 505'743 EUR | 507'293 EUR | 100.00% | 100.00% |
11.11.2024 | 0.31% | 101.60 % | 101.91 % | 500'000 | 500'000 | 500'000 | 500'000 | 507'333 EUR | 508'883 EUR | 100.00% | 100.00% |
08.11.2024 | 0.31% | 101.10 % | 101.41 % | 500'000 | 500'000 | 500'000 | 500'000 | 505'532 EUR | 507'082 EUR | 100.00% | 100.00% |
07.11.2024 | 0.31% | 100.90 % | 101.21 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'885 EUR | 505'435 EUR | 99.23% | 99.23% |