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 | 0.61% | 98.60 % | 99.20 % | 750'000 | 100'000 | 750'000 | 100'000 | 739'510 EUR | 99'201 EUR | 100.00% | 100.00% |
19.11.2024 | 0.61% | 98.60 % | 99.20 % | 750'000 | 100'000 | 750'000 | 100'000 | 739'518 EUR | 99'202 EUR | 89.36% | 89.36% |
18.11.2024 | 0.61% | 98.60 % | 99.20 % | 750'000 | 100'000 | 750'000 | 100'000 | 739'482 EUR | 99'198 EUR | 99.66% | 99.66% |
15.11.2024 | 0.61% | 98.61 % | 99.21 % | 750'000 | 100'000 | 750'000 | 100'000 | 739'659 EUR | 99'221 EUR | 100.00% | 100.00% |
14.11.2024 | 0.61% | 98.64 % | 99.24 % | 750'000 | 100'000 | 750'000 | 100'000 | 739'680 EUR | 99'224 EUR | 100.00% | 100.00% |
13.11.2024 | 0.61% | 98.58 % | 99.18 % | 750'000 | 100'000 | 750'000 | 100'000 | 739'432 EUR | 99'191 EUR | 100.00% | 100.00% |
12.11.2024 | 0.61% | 98.58 % | 99.18 % | 750'000 | 100'000 | 750'000 | 100'000 | 739'504 EUR | 99'201 EUR | 98.72% | 98.72% |
11.11.2024 | 0.61% | 98.65 % | 99.25 % | 750'000 | 100'000 | 750'000 | 100'000 | 739'952 EUR | 99'260 EUR | 100.00% | 100.00% |
08.11.2024 | 0.61% | 98.64 % | 99.24 % | 750'000 | 100'000 | 750'000 | 100'000 | 739'797 EUR | 99'240 EUR | 99.83% | 99.83% |
07.11.2024 | 0.61% | 98.66 % | 99.26 % | 750'000 | 100'000 | 750'000 | 100'000 | 739'985 EUR | 99'265 EUR | 100.00% | 100.00% |