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 |
---|---|---|---|---|---|---|---|---|---|---|---|
03.12.2024 | 0.78% | 95.05 % | 95.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 475'992 EUR | 479'742 EUR | 100.00% | 100.00% |
02.12.2024 | 0.79% | 94.85 % | 95.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 474'103 EUR | 477'853 EUR | 99.91% | 99.91% |
29.11.2024 | 0.79% | 94.85 % | 95.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 473'986 EUR | 477'736 EUR | 94.97% | 94.97% |
28.11.2024 | 0.79% | 94.90 % | 95.65 % | 500'000 | 500'000 | 500'000 | 500'000 | 473'822 EUR | 477'572 EUR | 100.00% | 100.00% |
27.11.2024 | 0.79% | 94.90 % | 95.65 % | 500'000 | 500'000 | 500'000 | 500'000 | 472'636 EUR | 476'386 EUR | 100.00% | 100.00% |
26.11.2024 | 0.79% | 94.75 % | 95.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 474'380 EUR | 478'130 EUR | 97.99% | 97.99% |
25.11.2024 | 0.53% | 95.25 % | 95.75 % | 500'000 | 500'000 | 500'000 | 500'000 | 474'293 EUR | 476'793 EUR | 100.00% | 100.00% |
22.11.2024 | 0.53% | 93.95 % | 94.45 % | 500'000 | 500'000 | 500'000 | 500'000 | 466'975 EUR | 469'475 EUR | 100.00% | 100.00% |
20.11.2024 | 0.54% | 91.75 % | 92.25 % | 500'000 | 500'000 | 500'000 | 500'000 | 461'975 EUR | 464'475 EUR | 100.00% | 100.00% |
19.11.2024 | 0.54% | 92.50 % | 93.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 464'355 EUR | 466'855 EUR | 100.00% | 100.00% |