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 | 0.40% | 99.70 % | 100.10 % | 500'000 | 100'000 | 500'000 | 100'000 | 498'500 EUR | 100'100 EUR | 100.00% | 100.00% |
19.11.2024 | 0.40% | 99.70 % | 100.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 498'500 EUR | 500'500 EUR | 100.00% | 100.00% |
18.11.2024 | 0.40% | 99.70 % | 100.10 % | 500'000 | 500'000 | 499'997 | 499'997 | 498'497 EUR | 500'497 EUR | 99.06% | 99.06% |
15.11.2024 | 0.40% | 99.70 % | 100.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 498'500 EUR | 500'500 EUR | 100.00% | 100.00% |
14.11.2024 | 0.40% | 99.70 % | 100.10 % | 500'000 | 500'000 | 499'495 | 499'495 | 497'996 EUR | 499'994 EUR | 99.92% | 99.92% |
13.11.2024 | 0.40% | 99.70 % | 100.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 498'500 EUR | 500'500 EUR | 100.00% | 100.00% |
12.11.2024 | 0.40% | 99.70 % | 100.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 498'500 EUR | 500'500 EUR | 100.00% | 100.00% |
11.11.2024 | 0.40% | 99.70 % | 100.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 498'531 EUR | 500'531 EUR | 100.00% | 100.00% |
08.11.2024 | 0.40% | 99.70 % | 100.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 498'670 EUR | 500'670 EUR | 100.00% | 100.00% |
07.11.2024 | 0.40% | 99.80 % | 100.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 498'628 EUR | 500'628 EUR | 99.76% | 99.76% |