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 | 0.77% | 103.80 % | 104.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 519'563 EUR | 523'563 EUR | 97.95% | 97.95% |
19.11.2024 | 0.77% | 103.60 % | 104.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 517'816 EUR | 521'816 EUR | 100.00% | 100.00% |
18.11.2024 | 0.77% | 104.00 % | 104.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 519'649 EUR | 523'649 EUR | 100.00% | 100.00% |
15.11.2024 | 0.77% | 104.00 % | 104.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 520'667 EUR | 524'667 EUR | 100.00% | 100.00% |
14.11.2024 | 0.76% | 104.50 % | 105.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 521'775 EUR | 525'775 EUR | 100.00% | 100.00% |
13.11.2024 | 0.76% | 104.90 % | 105.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 524'128 EUR | 528'128 EUR | 100.00% | 100.00% |
12.11.2024 | 0.77% | 103.80 % | 104.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 520'751 EUR | 524'751 EUR | 100.00% | 100.00% |
11.11.2024 | 0.94% | 105.40 % | 106.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 527'006 EUR | 532'006 EUR | 100.00% | 100.00% |
08.11.2024 | 0.95% | 104.50 % | 105.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 522'006 EUR | 527'006 EUR | 100.00% | 100.00% |
07.11.2024 | 0.76% | 105.10 % | 105.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 524'685 EUR | 528'685 EUR | 99.24% | 99.24% |