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 | 0.51% | 96.59 % | 97.09 % | 500'000 | 500'000 | 500'000 | 500'000 | 484'958 EUR | 487'458 EUR | 100.00% | 100.00% |
19.11.2024 | 0.52% | 96.65 % | 97.15 % | 500'000 | 500'000 | 500'000 | 500'000 | 480'716 EUR | 483'216 EUR | 76.88% | 76.88% |
18.11.2024 | 0.51% | 97.76 % | 98.26 % | 500'000 | 500'000 | 500'000 | 500'000 | 489'235 EUR | 491'735 EUR | 99.67% | 99.67% |
15.11.2024 | 0.51% | 97.90 % | 98.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 490'750 EUR | 493'250 EUR | 100.00% | 100.00% |
14.11.2024 | 0.51% | 98.39 % | 98.89 % | 500'000 | 500'000 | 500'000 | 500'000 | 489'857 EUR | 492'357 EUR | 100.00% | 100.00% |
13.11.2024 | 0.51% | 96.92 % | 97.42 % | 500'000 | 500'000 | 500'000 | 499'980 | 486'825 EUR | 489'306 EUR | 100.00% | 100.00% |
12.11.2024 | 0.51% | 98.43 % | 98.93 % | 500'000 | 500'000 | 500'000 | 500'000 | 493'287 EUR | 495'787 EUR | 98.18% | 98.18% |
11.11.2024 | 0.51% | 97.25 % | 97.75 % | 500'000 | 500'000 | 500'000 | 500'000 | 485'744 EUR | 488'244 EUR | 100.00% | 100.00% |
08.11.2024 | 0.51% | 98.62 % | 99.12 % | 500'000 | 500'000 | 500'000 | 500'000 | 493'619 EUR | 496'119 EUR | 99.83% | 99.83% |
07.11.2024 | 0.50% | 98.78 % | 99.28 % | 500'000 | 500'000 | 500'000 | 500'000 | 495'063 EUR | 497'563 EUR | 100.00% | 100.00% |