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 | 0.31% | 95.70 % | 96.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 479'829 EUR | 481'329 EUR | 100.00% | 100.00% |
19.11.2024 | 0.31% | 95.60 % | 95.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 477'669 EUR | 479'169 EUR | 100.00% | 100.00% |
18.11.2024 | 0.31% | 96.40 % | 96.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 481'789 EUR | 483'289 EUR | 100.00% | 100.00% |
15.11.2024 | 0.52% | 96.70 % | 97.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 484'139 EUR | 486'639 EUR | 100.00% | 100.00% |
14.11.2024 | 0.31% | 97.10 % | 97.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 484'355 EUR | 485'855 EUR | 99.10% | 99.10% |
13.11.2024 | 0.31% | 96.30 % | 96.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 479'579 EUR | 481'079 EUR | 100.00% | 100.00% |
12.11.2024 | 0.31% | 95.50 % | 95.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 481'708 EUR | 483'208 EUR | 100.00% | 100.00% |
11.11.2024 | 0.31% | 97.10 % | 97.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 487'801 EUR | 489'301 EUR | 100.00% | 100.00% |
08.11.2024 | 0.31% | 97.60 % | 97.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 488'388 EUR | 489'888 EUR | 100.00% | 100.00% |
07.11.2024 | 0.30% | 99.10 % | 99.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 493'604 EUR | 495'104 EUR | 99.23% | 99.23% |