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 | 0.99% | 101.50 % | 102.50 % | 500'000 | 500'000 | 497'650 | 497'650 | 505'281 EUR | 510'261 EUR | 98.58% | 98.58% |
19.11.2024 | 0.99% | 101.00 % | 102.00 % | 500'000 | 500'000 | 499'662 | 499'662 | 504'682 EUR | 509'680 EUR | 99.82% | 99.82% |
18.11.2024 | 0.98% | 101.30 % | 102.30 % | 500'000 | 500'000 | 499'591 | 499'591 | 505'824 EUR | 510'822 EUR | 100.00% | 100.00% |
15.11.2024 | 1.00% | 101.10 % | 102.10 % | 500'000 | 500'000 | 490'944 | 490'944 | 496'435 EUR | 501'381 EUR | 100.00% | 100.00% |
14.11.2024 | 0.99% | 101.60 % | 102.60 % | 500'000 | 500'000 | 493'073 | 493'073 | 499'530 EUR | 504'489 EUR | 100.00% | 100.00% |
13.11.2024 | 1.00% | 100.10 % | 101.10 % | 500'000 | 500'000 | 499'677 | 499'677 | 499'944 EUR | 504'942 EUR | 100.00% | 100.00% |
12.11.2024 | 0.99% | 100.50 % | 101.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'419 EUR | 508'419 EUR | 100.00% | 100.00% |
11.11.2024 | 0.99% | 100.90 % | 101.90 % | 500'000 | 500'000 | 498'757 | 498'757 | 502'928 EUR | 507'920 EUR | 100.00% | 100.00% |
08.11.2024 | 0.99% | 100.40 % | 101.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'338 EUR | 507'338 EUR | 100.00% | 100.00% |
07.11.2024 | 0.99% | 100.70 % | 101.70 % | 500'000 | 500'000 | 498'691 | 498'691 | 501'671 EUR | 506'663 EUR | 99.35% | 99.35% |