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 | 0.32% | 100.80 % | 101.11 % | 500'000 | 500'000 | 494'940 | 494'940 | 499'461 EUR | 500'997 EUR | 99.37% | 99.37% |
19.11.2024 | 0.32% | 101.00 % | 101.31 % | 500'000 | 500'000 | 494'968 | 494'968 | 499'886 EUR | 501'423 EUR | 100.00% | 100.00% |
18.11.2024 | 0.32% | 101.00 % | 101.31 % | 500'000 | 500'000 | 494'970 | 494'970 | 500'361 EUR | 501'898 EUR | 100.00% | 100.00% |
15.11.2024 | 0.50% | 101.00 % | 101.50 % | 500'000 | 500'000 | 494'969 | 494'969 | 499'340 EUR | 501'817 EUR | 100.00% | 100.00% |
14.11.2024 | 0.32% | 100.70 % | 101.01 % | 500'000 | 500'000 | 494'927 | 494'927 | 496'686 EUR | 498'223 EUR | 99.10% | 99.10% |
13.11.2024 | 0.32% | 100.20 % | 100.51 % | 500'000 | 500'000 | 494'970 | 494'970 | 496'012 EUR | 497'549 EUR | 100.00% | 100.00% |
12.11.2024 | 0.32% | 100.30 % | 100.61 % | 500'000 | 500'000 | 494'975 | 494'975 | 496'489 EUR | 498'026 EUR | 100.00% | 100.00% |
11.11.2024 | 0.32% | 100.00 % | 100.31 % | 500'000 | 500'000 | 494'969 | 494'969 | 494'450 EUR | 495'987 EUR | 100.00% | 100.00% |
08.11.2024 | 0.32% | 100.10 % | 100.41 % | 500'000 | 500'000 | 494'970 | 494'970 | 495'351 EUR | 496'888 EUR | 100.00% | 100.00% |
07.11.2024 | 0.32% | 100.10 % | 100.41 % | 500'000 | 500'000 | 494'931 | 494'931 | 495'228 EUR | 496'765 EUR | 99.23% | 99.23% |