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 | 0.31% | 97.60 % | 97.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 488'503 EUR | 490'003 EUR | 99.37% | 99.37% |
19.11.2024 | 0.31% | 97.20 % | 97.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 485'876 EUR | 487'376 EUR | 100.00% | 100.00% |
18.11.2024 | 0.31% | 97.60 % | 97.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 487'212 EUR | 488'712 EUR | 100.00% | 100.00% |
15.11.2024 | 0.51% | 97.30 % | 97.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 487'642 EUR | 490'142 EUR | 100.00% | 100.00% |
14.11.2024 | 0.31% | 97.70 % | 98.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 489'295 EUR | 490'795 EUR | 99.10% | 99.10% |
13.11.2024 | 0.31% | 97.50 % | 97.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 488'097 EUR | 489'597 EUR | 100.00% | 100.00% |
12.11.2024 | 0.30% | 98.00 % | 98.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 492'309 EUR | 493'809 EUR | 100.00% | 100.00% |
11.11.2024 | 0.30% | 98.80 % | 99.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 493'566 EUR | 495'066 EUR | 100.00% | 100.00% |
08.11.2024 | 0.31% | 98.00 % | 98.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 490'419 EUR | 491'919 EUR | 100.00% | 100.00% |
07.11.2024 | 0.30% | 98.40 % | 98.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 491'441 EUR | 492'941 EUR | 99.23% | 99.23% |