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 | 0.30% | 101.60 % | 101.91 % | 500'000 | 500'000 | 500'000 | 500'000 | 508'195 EUR | 509'743 EUR | 100.00% | 100.00% |
19.11.2024 | 0.31% | 101.40 % | 101.71 % | 500'000 | 500'000 | 500'000 | 500'000 | 506'783 EUR | 508'333 EUR | 100.00% | 100.00% |
18.11.2024 | 0.30% | 101.90 % | 102.21 % | 500'000 | 500'000 | 500'000 | 500'000 | 509'456 EUR | 511'006 EUR | 100.00% | 100.00% |
15.11.2024 | 0.49% | 102.50 % | 103.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 513'066 EUR | 515'566 EUR | 100.00% | 100.00% |
14.11.2024 | 0.30% | 101.70 % | 102.01 % | 500'000 | 500'000 | 500'000 | 500'000 | 507'960 EUR | 509'510 EUR | 99.10% | 99.10% |
13.11.2024 | 0.31% | 99.30 % | 99.61 % | 500'000 | 500'000 | 500'000 | 500'000 | 495'334 EUR | 496'884 EUR | 100.00% | 100.00% |
12.11.2024 | 0.31% | 99.70 % | 100.01 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'542 EUR | 501'092 EUR | 100.00% | 100.00% |
11.11.2024 | 0.31% | 100.40 % | 100.71 % | 500'000 | 500'000 | 500'000 | 500'000 | 501'522 EUR | 503'072 EUR | 100.00% | 100.00% |
08.11.2024 | 0.31% | 99.90 % | 100.21 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'217 EUR | 500'767 EUR | 100.00% | 100.00% |
07.11.2024 | 0.31% | 100.50 % | 100.81 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'726 EUR | 502'276 EUR | 99.23% | 99.23% |