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 | 0.50% | 99.06 % | 99.56 % | 500'000 | 500'000 | 500'000 | 500'000 | 495'917 EUR | 498'417 EUR | 100.00% | 100.00% |
19.11.2024 | 0.50% | 99.32 % | 99.82 % | 500'000 | 500'000 | 500'000 | 500'000 | 496'457 EUR | 498'957 EUR | 89.36% | 89.36% |
18.11.2024 | 0.50% | 99.47 % | 99.97 % | 500'000 | 500'000 | 500'000 | 500'000 | 497'217 EUR | 499'717 EUR | 99.66% | 99.66% |
15.11.2024 | 0.50% | 99.45 % | 99.95 % | 500'000 | 500'000 | 500'000 | 500'000 | 497'728 EUR | 500'228 EUR | 100.00% | 100.00% |
14.11.2024 | 0.50% | 99.54 % | 100.04 % | 500'000 | 500'000 | 500'000 | 500'000 | 497'497 EUR | 499'997 EUR | 100.00% | 100.00% |
13.11.2024 | 0.50% | 99.25 % | 99.75 % | 500'000 | 500'000 | 500'000 | 500'000 | 496'255 EUR | 498'755 EUR | 100.00% | 100.00% |
12.11.2024 | 0.50% | 99.28 % | 99.78 % | 500'000 | 500'000 | 500'000 | 500'000 | 496'788 EUR | 499'288 EUR | 98.71% | 98.71% |
11.11.2024 | 0.50% | 99.44 % | 99.94 % | 500'000 | 500'000 | 500'000 | 500'000 | 497'079 EUR | 499'579 EUR | 100.00% | 100.00% |
08.11.2024 | 0.50% | 99.35 % | 99.85 % | 500'000 | 500'000 | 500'000 | 500'000 | 496'561 EUR | 499'061 EUR | 99.83% | 99.83% |
07.11.2024 | 0.50% | 99.30 % | 99.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 496'343 EUR | 498'843 EUR | 100.00% | 100.00% |