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 |
---|---|---|---|---|---|---|---|---|---|---|---|
25.11.2024 | 0.31% | 98.50 % | 98.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 489'711 EUR | 491'211 EUR | 100.00% | 100.00% |
22.11.2024 | 0.31% | 97.50 % | 97.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 487'333 EUR | 488'833 EUR | 99.90% | 99.90% |
20.11.2024 | 0.31% | 95.70 % | 96.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 479'597 EUR | 481'097 EUR | 99.37% | 99.37% |
19.11.2024 | 0.31% | 95.30 % | 95.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 476'207 EUR | 477'707 EUR | 100.00% | 100.00% |
18.11.2024 | 0.31% | 96.30 % | 96.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 480'220 EUR | 481'720 EUR | 100.00% | 100.00% |
15.11.2024 | 0.52% | 95.80 % | 96.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 481'260 EUR | 483'760 EUR | 100.00% | 100.00% |
14.11.2024 | 0.31% | 97.30 % | 97.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 485'491 EUR | 486'991 EUR | 99.10% | 99.10% |
13.11.2024 | 0.31% | 96.80 % | 97.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 482'505 EUR | 484'005 EUR | 100.00% | 100.00% |
12.11.2024 | 0.31% | 97.00 % | 97.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 487'463 EUR | 488'963 EUR | 100.00% | 100.00% |
11.11.2024 | 0.31% | 98.20 % | 98.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 489'875 EUR | 491'375 EUR | 100.00% | 100.00% |