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% | 101.20 % | 101.51 % | 500'000 | 500'000 | 494'893 | 494'893 | 500'673 EUR | 502'209 EUR | 98.41% | 98.41% |
19.11.2024 | 0.31% | 101.80 % | 102.11 % | 500'000 | 500'000 | 494'891 | 494'891 | 503'250 EUR | 504'787 EUR | 98.48% | 98.48% |
18.11.2024 | 0.32% | 100.70 % | 101.01 % | 500'000 | 500'000 | 494'971 | 494'971 | 498'482 EUR | 500'019 EUR | 100.00% | 100.00% |
15.11.2024 | 0.51% | 100.40 % | 100.90 % | 500'000 | 500'000 | 494'921 | 494'921 | 497'777 EUR | 500'254 EUR | 99.04% | 99.04% |
14.11.2024 | 0.32% | 100.20 % | 100.51 % | 500'000 | 500'000 | 494'924 | 494'924 | 496'011 EUR | 497'548 EUR | 99.10% | 99.10% |
13.11.2024 | 0.32% | 100.20 % | 100.51 % | 500'000 | 500'000 | 494'957 | 494'957 | 495'753 EUR | 497'290 EUR | 99.74% | 99.74% |
12.11.2024 | 0.32% | 101.00 % | 101.31 % | 500'000 | 500'000 | 494'969 | 494'969 | 500'748 EUR | 502'285 EUR | 100.00% | 100.00% |
11.11.2024 | 0.32% | 100.90 % | 101.21 % | 500'000 | 500'000 | 494'971 | 494'971 | 498'537 EUR | 500'074 EUR | 100.00% | 100.00% |
08.11.2024 | 0.32% | 100.10 % | 100.41 % | 500'000 | 500'000 | 494'970 | 494'970 | 494'016 EUR | 495'553 EUR | 100.00% | 100.00% |
07.11.2024 | 0.32% | 100.30 % | 100.61 % | 500'000 | 500'000 | 494'832 | 494'832 | 489'418 EUR | 490'955 EUR | 97.34% | 97.34% |