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 | 0.59% | 100.60 % | 101.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'292 EUR | 506'292 EUR | 98.58% | 98.58% |
19.11.2024 | 0.59% | 100.60 % | 101.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'056 EUR | 506'056 EUR | 100.00% | 100.00% |
18.11.2024 | 0.59% | 100.90 % | 101.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 504'329 EUR | 507'329 EUR | 100.00% | 100.00% |
15.11.2024 | 0.79% | 100.30 % | 101.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'042 EUR | 506'042 EUR | 100.00% | 100.00% |
14.11.2024 | 0.58% | 102.70 % | 103.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 513'699 EUR | 516'699 EUR | 100.00% | 100.00% |
13.11.2024 | 0.59% | 101.90 % | 102.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 510'157 EUR | 513'157 EUR | 100.00% | 100.00% |
12.11.2024 | 0.59% | 102.00 % | 102.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 510'489 EUR | 513'489 EUR | 100.00% | 100.00% |
11.11.2024 | 0.59% | 101.90 % | 102.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 509'303 EUR | 512'303 EUR | 100.00% | 100.00% |
08.11.2024 | 0.59% | 101.30 % | 101.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 504'582 EUR | 507'582 EUR | 100.00% | 100.00% |
07.11.2024 | 0.59% | 100.80 % | 101.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 504'317 EUR | 507'317 EUR | 99.76% | 99.76% |