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% | 100.40 % | 100.71 % | 500'000 | 500'000 | 494'940 | 494'940 | 497'280 EUR | 498'817 EUR | 99.37% | 99.37% |
19.11.2024 | 0.32% | 100.40 % | 100.71 % | 500'000 | 500'000 | 494'970 | 494'970 | 497'044 EUR | 498'581 EUR | 100.00% | 100.00% |
18.11.2024 | 0.32% | 100.40 % | 100.71 % | 500'000 | 500'000 | 494'970 | 494'970 | 496'908 EUR | 498'445 EUR | 100.00% | 100.00% |
15.11.2024 | 0.51% | 100.40 % | 100.90 % | 500'000 | 500'000 | 494'969 | 494'969 | 496'560 EUR | 499'038 EUR | 100.00% | 100.00% |
14.11.2024 | 0.32% | 100.80 % | 101.11 % | 500'000 | 500'000 | 494'927 | 494'927 | 498'879 EUR | 500'416 EUR | 99.10% | 99.10% |
13.11.2024 | 0.32% | 100.20 % | 100.51 % | 500'000 | 500'000 | 494'970 | 494'970 | 496'216 EUR | 497'753 EUR | 100.00% | 100.00% |
12.11.2024 | 0.32% | 100.30 % | 100.61 % | 500'000 | 500'000 | 494'973 | 494'973 | 496'932 EUR | 498'469 EUR | 100.00% | 100.00% |
11.11.2024 | 0.32% | 100.50 % | 100.81 % | 500'000 | 500'000 | 494'969 | 494'969 | 497'444 EUR | 498'981 EUR | 100.00% | 100.00% |
08.11.2024 | 0.32% | 100.60 % | 100.91 % | 500'000 | 500'000 | 494'970 | 494'970 | 497'528 EUR | 499'066 EUR | 100.00% | 100.00% |
07.11.2024 | 0.32% | 100.30 % | 100.61 % | 500'000 | 500'000 | 494'931 | 494'931 | 496'487 EUR | 498'023 EUR | 99.24% | 99.24% |