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% | 100.10 % | 100.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'363 EUR | 502'863 EUR | 100.00% | 100.00% |
19.11.2024 | 0.50% | 100.06 % | 100.56 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'789 EUR | 502'289 EUR | 89.36% | 89.36% |
18.11.2024 | 0.50% | 99.94 % | 100.44 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'725 EUR | 502'225 EUR | 99.66% | 99.66% |
15.11.2024 | 0.50% | 99.92 % | 100.42 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'603 EUR | 502'103 EUR | 100.00% | 100.00% |
14.11.2024 | 0.50% | 99.81 % | 100.31 % | 500'000 | 500'000 | 500'000 | 500'000 | 498'810 EUR | 501'310 EUR | 100.00% | 100.00% |
13.11.2024 | 0.50% | 99.63 % | 100.13 % | 500'000 | 500'000 | 500'000 | 500'000 | 498'308 EUR | 500'808 EUR | 100.00% | 100.00% |
12.11.2024 | 0.50% | 99.69 % | 100.19 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'140 EUR | 501'640 EUR | 98.72% | 98.72% |
11.11.2024 | 0.50% | 99.97 % | 100.47 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'951 EUR | 502'451 EUR | 100.00% | 100.00% |
08.11.2024 | 0.50% | 99.93 % | 100.43 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'162 EUR | 501'662 EUR | 99.83% | 99.83% |
07.11.2024 | 0.50% | 99.69 % | 100.19 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'053 EUR | 501'553 EUR | 100.00% | 100.00% |