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% | 98.68 % | 99.18 % | 500'000 | 500'000 | 500'000 | 500'000 | 494'812 EUR | 497'312 EUR | 100.00% | 100.00% |
19.11.2024 | 0.51% | 98.70 % | 99.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 493'039 EUR | 495'539 EUR | 89.40% | 89.40% |
18.11.2024 | 0.50% | 99.04 % | 99.54 % | 500'000 | 500'000 | 500'000 | 500'000 | 494'843 EUR | 497'343 EUR | 99.67% | 99.67% |
15.11.2024 | 0.50% | 98.78 % | 99.28 % | 500'000 | 500'000 | 500'000 | 500'000 | 494'458 EUR | 496'958 EUR | 100.00% | 100.00% |
14.11.2024 | 0.50% | 98.98 % | 99.48 % | 500'000 | 500'000 | 500'000 | 500'000 | 493'871 EUR | 496'371 EUR | 100.00% | 100.00% |
13.11.2024 | 0.51% | 98.42 % | 98.92 % | 500'000 | 500'000 | 500'000 | 500'000 | 491'872 EUR | 494'372 EUR | 100.00% | 100.00% |
12.11.2024 | 0.50% | 98.28 % | 98.78 % | 500'000 | 500'000 | 500'000 | 500'000 | 493'804 EUR | 496'304 EUR | 98.73% | 98.73% |
11.11.2024 | 0.50% | 98.89 % | 99.39 % | 500'000 | 500'000 | 500'000 | 500'000 | 494'839 EUR | 497'339 EUR | 100.00% | 100.00% |
08.11.2024 | 0.50% | 98.70 % | 99.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 494'697 EUR | 497'197 EUR | 99.84% | 99.84% |
07.11.2024 | 0.50% | 98.96 % | 99.46 % | 500'000 | 500'000 | 500'000 | 500'000 | 494'505 EUR | 497'005 EUR | 100.00% | 100.00% |