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% | 100.90 % | 101.21 % | 500'000 | 500'000 | 500'000 | 500'000 | 504'977 EUR | 506'526 EUR | 99.37% | 99.37% |
19.11.2024 | 0.31% | 100.90 % | 101.21 % | 500'000 | 500'000 | 500'000 | 500'000 | 504'602 EUR | 506'152 EUR | 100.00% | 100.00% |
18.11.2024 | 0.31% | 101.10 % | 101.41 % | 500'000 | 500'000 | 500'000 | 500'000 | 505'385 EUR | 506'935 EUR | 100.00% | 100.00% |
15.11.2024 | 0.49% | 101.00 % | 101.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 505'200 EUR | 507'700 EUR | 100.00% | 100.00% |
14.11.2024 | 0.31% | 101.10 % | 101.41 % | 500'000 | 500'000 | 500'000 | 500'000 | 504'874 EUR | 506'424 EUR | 99.10% | 99.10% |
13.11.2024 | 0.31% | 100.80 % | 101.11 % | 500'000 | 500'000 | 500'000 | 500'000 | 504'218 EUR | 505'768 EUR | 100.00% | 100.00% |
12.11.2024 | 0.31% | 100.90 % | 101.21 % | 500'000 | 500'000 | 500'000 | 500'000 | 505'092 EUR | 506'642 EUR | 100.00% | 100.00% |
11.11.2024 | 0.31% | 101.10 % | 101.41 % | 500'000 | 500'000 | 500'000 | 500'000 | 505'706 EUR | 507'256 EUR | 100.00% | 100.00% |
08.11.2024 | 0.31% | 101.00 % | 101.31 % | 500'000 | 500'000 | 500'000 | 500'000 | 504'628 EUR | 506'178 EUR | 100.00% | 100.00% |
07.11.2024 | 0.31% | 101.10 % | 101.41 % | 500'000 | 500'000 | 500'000 | 500'000 | 505'426 EUR | 506'975 EUR | 99.23% | 99.23% |