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% | 98.82 % | 99.32 % | 500'000 | 500'000 | 500'000 | 500'000 | 495'685 EUR | 498'185 EUR | 100.00% | 100.00% |
19.11.2024 | 0.50% | 99.27 % | 99.77 % | 500'000 | 500'000 | 500'000 | 500'000 | 494'893 EUR | 497'393 EUR | 89.38% | 89.38% |
18.11.2024 | 0.50% | 99.78 % | 100.28 % | 500'000 | 500'000 | 500'000 | 500'000 | 497'957 EUR | 500'457 EUR | 99.67% | 99.67% |
15.11.2024 | 0.50% | 99.54 % | 100.04 % | 500'000 | 500'000 | 500'000 | 500'000 | 497'704 EUR | 500'204 EUR | 100.00% | 100.00% |
14.11.2024 | 0.51% | 99.19 % | 99.69 % | 500'000 | 500'000 | 500'000 | 500'000 | 493'778 EUR | 496'278 EUR | 100.00% | 100.00% |
13.11.2024 | 0.51% | 98.05 % | 98.55 % | 500'000 | 500'000 | 500'000 | 500'000 | 493'551 EUR | 496'051 EUR | 100.00% | 100.00% |
12.11.2024 | 0.50% | 98.74 % | 99.24 % | 500'000 | 500'000 | 500'000 | 500'000 | 497'615 EUR | 500'115 EUR | 98.72% | 98.72% |
11.11.2024 | 0.50% | 99.62 % | 100.12 % | 500'000 | 500'000 | 500'000 | 500'000 | 496'930 EUR | 499'430 EUR | 100.00% | 100.00% |
08.11.2024 | 0.50% | 98.78 % | 99.28 % | 500'000 | 500'000 | 500'000 | 500'000 | 495'147 EUR | 497'647 EUR | 99.84% | 99.84% |
07.11.2024 | 0.50% | 99.91 % | 100.41 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'047 EUR | 502'547 EUR | 99.77% | 99.77% |