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% | 100.40 % | 101.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'069 EUR | 506'069 EUR | 98.59% | 98.59% |
19.11.2024 | 0.60% | 100.30 % | 100.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 501'896 EUR | 504'896 EUR | 100.00% | 100.00% |
18.11.2024 | 0.59% | 100.70 % | 101.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'747 EUR | 505'747 EUR | 100.00% | 100.00% |
15.11.2024 | 0.59% | 100.60 % | 101.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'817 EUR | 506'817 EUR | 100.00% | 100.00% |
14.11.2024 | 0.59% | 100.90 % | 101.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'726 EUR | 506'726 EUR | 100.00% | 100.00% |
13.11.2024 | 0.60% | 100.00 % | 100.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'877 EUR | 503'877 EUR | 100.00% | 100.00% |
12.11.2024 | 0.80% | 99.80 % | 100.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'392 EUR | 504'392 EUR | 100.00% | 100.00% |
11.11.2024 | 0.58% | 102.40 % | 103.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 511'596 EUR | 514'596 EUR | 100.00% | 100.00% |
08.11.2024 | 0.59% | 101.80 % | 102.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 508'821 EUR | 511'821 EUR | 100.00% | 100.00% |
07.11.2024 | 0.59% | 102.00 % | 102.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 510'148 EUR | 513'148 EUR | 100.00% | 100.00% |