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 | 0.50% | 99.55 % | 100.05 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'466 EUR | 501'966 EUR | 100.00% | 100.00% |
19.11.2024 | 0.50% | 99.74 % | 100.24 % | 500'000 | 500'000 | 500'000 | 500'000 | 497'874 EUR | 500'374 EUR | 89.37% | 89.37% |
18.11.2024 | 0.50% | 100.38 % | 100.88 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'903 EUR | 503'403 EUR | 99.66% | 99.66% |
15.11.2024 | 0.50% | 99.98 % | 100.48 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'610 EUR | 503'110 EUR | 100.00% | 100.00% |
14.11.2024 | 0.50% | 99.97 % | 100.47 % | 500'000 | 500'000 | 500'000 | 500'000 | 498'160 EUR | 500'660 EUR | 100.00% | 100.00% |
13.11.2024 | 0.50% | 98.73 % | 99.23 % | 500'000 | 500'000 | 500'000 | 500'000 | 494'835 EUR | 497'335 EUR | 100.00% | 100.00% |
12.11.2024 | 0.50% | 99.21 % | 99.71 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'162 EUR | 501'662 EUR | 98.70% | 98.70% |
11.11.2024 | 0.50% | 100.11 % | 100.61 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'569 EUR | 503'069 EUR | 100.00% | 100.00% |
08.11.2024 | 0.50% | 99.70 % | 100.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 498'798 EUR | 501'298 EUR | 99.84% | 99.84% |
07.11.2024 | 0.50% | 99.70 % | 100.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 497'903 EUR | 500'403 EUR | 100.00% | 100.00% |