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 | 0.80% | 100.40 % | 101.20 % | 500'000 | 500'000 | 499'205 | 499'205 | 501'561 EUR | 505'556 EUR | 97.95% | 97.95% |
19.11.2024 | 0.81% | 100.20 % | 101.00 % | 500'000 | 500'000 | 492'944 | 492'944 | 494'303 EUR | 498'276 EUR | 100.00% | 100.00% |
18.11.2024 | 0.85% | 100.30 % | 101.10 % | 500'000 | 500'000 | 467'531 | 467'531 | 469'025 EUR | 472'898 EUR | 100.00% | 100.00% |
15.11.2024 | 0.80% | 100.20 % | 101.00 % | 500'000 | 500'000 | 498'629 | 498'629 | 500'451 EUR | 504'445 EUR | 100.00% | 100.00% |
14.11.2024 | 0.80% | 100.60 % | 101.40 % | 500'000 | 500'000 | 494'036 | 494'036 | 497'186 EUR | 501'163 EUR | 100.00% | 100.00% |
13.11.2024 | 0.80% | 100.10 % | 100.90 % | 500'000 | 500'000 | 496'123 | 496'123 | 496'175 EUR | 500'159 EUR | 100.00% | 100.00% |
12.11.2024 | 1.02% | 99.40 % | 100.40 % | 500'000 | 500'000 | 487'700 | 487'700 | 486'381 EUR | 491'307 EUR | 100.00% | 100.00% |
11.11.2024 | 0.82% | 101.60 % | 102.40 % | 500'000 | 500'000 | 478'672 | 478'672 | 487'017 EUR | 490'934 EUR | 100.00% | 100.00% |
08.11.2024 | 0.82% | 101.60 % | 102.40 % | 500'000 | 500'000 | 478'576 | 478'576 | 485'395 EUR | 489'312 EUR | 100.00% | 100.00% |
07.11.2024 | 0.80% | 101.30 % | 102.10 % | 500'000 | 500'000 | 494'832 | 494'832 | 500'476 EUR | 504'455 EUR | 99.76% | 99.76% |