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 |
---|---|---|---|---|---|---|---|---|---|---|---|
12.11.2024 | 0.54% | 91.95 % | 92.45 % | 500'000 | 500'000 | 500'000 | 500'000 | 462'544 EUR | 465'044 EUR | 99.19% | 99.19% |
11.11.2024 | 0.53% | 94.20 % | 94.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 467'464 EUR | 469'964 EUR | 100.00% | 100.00% |
08.11.2024 | 0.53% | 94.35 % | 94.85 % | 500'000 | 500'000 | 500'000 | 500'000 | 472'158 EUR | 474'658 EUR | 99.99% | 99.99% |
07.11.2024 | 0.52% | 95.55 % | 96.05 % | 500'000 | 500'000 | 500'000 | 500'000 | 477'226 EUR | 479'726 EUR | 40.72% | 40.72% |
06.11.2024 | 0.53% | 93.35 % | 93.85 % | 500'000 | 500'000 | 500'000 | 500'000 | 472'283 EUR | 474'783 EUR | 100.00% | 100.00% |
05.11.2024 | 0.53% | 94.25 % | 94.75 % | 500'000 | 500'000 | 500'000 | 500'000 | 472'137 EUR | 474'637 EUR | 100.00% | 100.00% |
04.11.2024 | 0.52% | 94.85 % | 95.35 % | 500'000 | 500'000 | 500'000 | 500'000 | 474'956 EUR | 477'456 EUR | 100.00% | 100.00% |
01.11.2024 | 0.52% | 95.55 % | 96.05 % | 500'000 | 500'000 | 500'000 | 500'000 | 477'255 EUR | 479'755 EUR | 100.00% | 100.00% |
31.10.2024 | 0.52% | 95.40 % | 95.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 477'130 EUR | 479'630 EUR | 100.00% | 100.00% |
30.10.2024 | 0.52% | 96.00 % | 96.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 479'216 EUR | 481'716 EUR | 99.93% | 99.93% |