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% | 101.20 % | 101.51 % | 500'000 | 500'000 | 500'000 | 500'000 | 507'008 EUR | 508'557 EUR | 100.00% | 100.00% |
19.11.2024 | 0.31% | 101.00 % | 101.31 % | 500'000 | 500'000 | 500'000 | 500'000 | 505'276 EUR | 506'826 EUR | 99.79% | 99.79% |
18.11.2024 | 0.31% | 101.30 % | 101.61 % | 500'000 | 500'000 | 500'000 | 500'000 | 505'454 EUR | 507'004 EUR | 100.00% | 100.00% |
15.11.2024 | 0.49% | 100.80 % | 101.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 504'506 EUR | 507'006 EUR | 100.00% | 100.00% |
14.11.2024 | 0.31% | 101.00 % | 101.31 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'926 EUR | 505'476 EUR | 99.10% | 99.10% |
13.11.2024 | 0.31% | 100.60 % | 100.91 % | 500'000 | 500'000 | 500'000 | 500'000 | 504'225 EUR | 505'775 EUR | 100.00% | 100.00% |
12.11.2024 | 0.31% | 101.20 % | 101.51 % | 500'000 | 500'000 | 500'000 | 500'000 | 506'602 EUR | 508'152 EUR | 100.00% | 100.00% |
11.11.2024 | 0.31% | 101.40 % | 101.71 % | 500'000 | 500'000 | 500'000 | 500'000 | 506'321 EUR | 507'871 EUR | 100.00% | 100.00% |
08.11.2024 | 0.31% | 101.20 % | 101.51 % | 500'000 | 500'000 | 500'000 | 500'000 | 506'406 EUR | 507'956 EUR | 100.00% | 100.00% |
07.11.2024 | 0.30% | 101.50 % | 101.81 % | 500'000 | 500'000 | 500'000 | 500'000 | 507'462 EUR | 509'012 EUR | 99.23% | 99.23% |