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 | 0.30% | 102.20 % | 102.51 % | 500'000 | 500'000 | 500'000 | 500'000 | 511'882 EUR | 513'432 EUR | 99.37% | 99.37% |
19.11.2024 | 0.30% | 102.10 % | 102.41 % | 500'000 | 500'000 | 500'000 | 500'000 | 510'658 EUR | 512'208 EUR | 99.79% | 99.79% |
18.11.2024 | 0.30% | 102.40 % | 102.71 % | 500'000 | 500'000 | 500'000 | 500'000 | 511'309 EUR | 512'859 EUR | 100.00% | 100.00% |
15.11.2024 | 0.49% | 102.00 % | 102.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 510'468 EUR | 512'968 EUR | 100.00% | 100.00% |
14.11.2024 | 0.30% | 102.20 % | 102.51 % | 500'000 | 500'000 | 500'000 | 500'000 | 510'182 EUR | 511'732 EUR | 99.10% | 99.10% |
13.11.2024 | 0.30% | 101.90 % | 102.21 % | 500'000 | 500'000 | 500'000 | 500'000 | 510'464 EUR | 512'014 EUR | 100.00% | 100.00% |
12.11.2024 | 0.30% | 102.30 % | 102.61 % | 500'000 | 500'000 | 500'000 | 500'000 | 511'996 EUR | 513'546 EUR | 100.00% | 100.00% |
11.11.2024 | 0.30% | 102.50 % | 102.81 % | 500'000 | 500'000 | 500'000 | 500'000 | 511'908 EUR | 513'458 EUR | 100.00% | 100.00% |
08.11.2024 | 0.30% | 102.40 % | 102.71 % | 500'000 | 500'000 | 500'000 | 500'000 | 511'955 EUR | 513'505 EUR | 100.00% | 100.00% |
07.11.2024 | 0.30% | 102.60 % | 102.91 % | 500'000 | 500'000 | 500'000 | 500'000 | 512'834 EUR | 514'384 EUR | 99.23% | 99.23% |