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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22.11.2024 | 0.32% | 101.40 % | 101.71 % | 500'000 | 500'000 | 494'967 | 494'967 | 501'680 EUR | 503'217 EUR | 99.90% | 99.90% |
20.11.2024 | 0.32% | 101.30 % | 101.61 % | 500'000 | 500'000 | 494'944 | 494'944 | 502'000 EUR | 503'536 EUR | 99.37% | 99.37% |
19.11.2024 | 0.32% | 101.10 % | 101.41 % | 500'000 | 500'000 | 494'970 | 494'970 | 499'979 EUR | 501'516 EUR | 100.00% | 100.00% |
18.11.2024 | 0.32% | 101.30 % | 101.61 % | 500'000 | 500'000 | 494'970 | 494'970 | 500'958 EUR | 502'495 EUR | 100.00% | 100.00% |
15.11.2024 | 0.50% | 101.20 % | 101.70 % | 500'000 | 500'000 | 494'969 | 494'969 | 501'172 EUR | 503'650 EUR | 100.00% | 100.00% |
14.11.2024 | 0.32% | 101.50 % | 101.81 % | 500'000 | 500'000 | 494'924 | 494'924 | 502'442 EUR | 503'979 EUR | 99.10% | 99.10% |
13.11.2024 | 0.32% | 101.40 % | 101.71 % | 500'000 | 500'000 | 494'970 | 494'970 | 502'206 EUR | 503'743 EUR | 100.00% | 100.00% |
12.11.2024 | 0.31% | 101.50 % | 101.81 % | 500'000 | 500'000 | 494'970 | 494'970 | 503'481 EUR | 505'018 EUR | 100.00% | 100.00% |
11.11.2024 | 0.31% | 102.20 % | 102.51 % | 500'000 | 500'000 | 494'919 | 494'919 | 505'794 EUR | 507'331 EUR | 99.01% | 99.01% |
08.11.2024 | 0.32% | 101.60 % | 101.91 % | 500'000 | 500'000 | 494'967 | 494'967 | 500'948 EUR | 502'485 EUR | 100.00% | 100.00% |