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% | 100.60 % | 100.91 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'832 EUR | 504'381 EUR | 99.37% | 99.37% |
19.11.2024 | 0.31% | 100.30 % | 100.61 % | 500'000 | 500'000 | 500'000 | 500'000 | 501'006 EUR | 502'556 EUR | 100.00% | 100.00% |
18.11.2024 | 0.31% | 100.30 % | 100.61 % | 500'000 | 500'000 | 500'000 | 500'000 | 501'577 EUR | 503'127 EUR | 100.00% | 100.00% |
15.11.2024 | 0.50% | 100.30 % | 100.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'050 EUR | 504'550 EUR | 100.00% | 100.00% |
14.11.2024 | 0.31% | 100.70 % | 101.01 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'556 EUR | 504'106 EUR | 99.10% | 99.10% |
13.11.2024 | 0.31% | 99.90 % | 100.21 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'784 EUR | 502'334 EUR | 100.00% | 100.00% |
12.11.2024 | 0.31% | 100.40 % | 100.71 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'864 EUR | 504'414 EUR | 100.00% | 100.00% |
11.11.2024 | 0.31% | 101.00 % | 101.31 % | 500'000 | 500'000 | 500'000 | 500'000 | 505'465 EUR | 507'015 EUR | 100.00% | 100.00% |
08.11.2024 | 0.31% | 100.80 % | 101.11 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'415 EUR | 504'965 EUR | 100.00% | 100.00% |
07.11.2024 | 0.31% | 100.30 % | 100.61 % | 500'000 | 500'000 | 500'000 | 500'000 | 501'008 EUR | 502'558 EUR | 99.23% | 99.23% |