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% | 100.30 % | 100.61 % | 500'000 | 500'000 | 500'000 | 500'000 | 501'624 EUR | 503'173 EUR | 99.37% | 99.37% |
19.11.2024 | 0.31% | 100.50 % | 100.81 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'025 EUR | 503'575 EUR | 100.00% | 100.00% |
18.11.2024 | 0.31% | 100.40 % | 100.71 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'145 EUR | 503'695 EUR | 100.00% | 100.00% |
15.11.2024 | 0.50% | 100.60 % | 101.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'894 EUR | 505'394 EUR | 100.00% | 100.00% |
14.11.2024 | 0.31% | 100.80 % | 101.11 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'635 EUR | 504'185 EUR | 99.10% | 99.10% |
13.11.2024 | 0.31% | 100.10 % | 100.41 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'380 EUR | 501'930 EUR | 100.00% | 100.00% |
12.11.2024 | 0.31% | 100.20 % | 100.51 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'407 EUR | 503'957 EUR | 100.00% | 100.00% |
11.11.2024 | 0.31% | 100.80 % | 101.11 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'166 EUR | 504'716 EUR | 100.00% | 100.00% |
08.11.2024 | 0.31% | 100.40 % | 100.71 % | 500'000 | 500'000 | 500'000 | 500'000 | 501'200 EUR | 502'750 EUR | 100.00% | 100.00% |
07.11.2024 | 0.31% | 100.00 % | 100.31 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'884 EUR | 501'434 EUR | 99.23% | 99.23% |