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 | 0.52% | 95.20 % | 95.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 479'438 EUR | 481'938 EUR | 100.00% | 100.00% |
19.11.2024 | 0.52% | 95.55 % | 96.05 % | 500'000 | 500'000 | 500'000 | 500'000 | 478'472 EUR | 480'972 EUR | 100.00% | 100.00% |
18.11.2024 | 0.52% | 96.05 % | 96.55 % | 500'000 | 500'000 | 500'000 | 500'000 | 476'410 EUR | 478'910 EUR | 100.00% | 100.00% |
15.11.2024 | 0.52% | 95.00 % | 95.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 479'329 EUR | 481'829 EUR | 100.00% | 100.00% |
14.11.2024 | 0.51% | 96.60 % | 97.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 484'833 EUR | 487'333 EUR | 100.00% | 100.00% |
13.11.2024 | 0.51% | 97.05 % | 97.55 % | 500'000 | 500'000 | 500'000 | 500'000 | 488'999 EUR | 491'499 EUR | 100.00% | 100.00% |
12.11.2024 | 0.51% | 97.95 % | 98.45 % | 500'000 | 500'000 | 500'000 | 500'000 | 493'458 EUR | 495'958 EUR | 99.39% | 99.39% |
11.11.2024 | 0.50% | 99.15 % | 99.65 % | 500'000 | 500'000 | 500'000 | 500'000 | 496'629 EUR | 499'129 EUR | 100.00% | 100.00% |
08.11.2024 | 0.50% | 100.20 % | 100.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'552 EUR | 503'052 EUR | 99.76% | 99.76% |
07.11.2024 | 0.50% | 99.90 % | 100.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 497'451 EUR | 499'951 EUR | 99.90% | 99.90% |