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 | 0.30% | 98.40 % | 98.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 492'949 EUR | 494'449 EUR | 99.37% | 99.37% |
19.11.2024 | 0.30% | 98.40 % | 98.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 491'898 EUR | 493'398 EUR | 100.00% | 100.00% |
18.11.2024 | 0.30% | 98.80 % | 99.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 494'011 EUR | 495'511 EUR | 100.00% | 100.00% |
15.11.2024 | 0.50% | 99.10 % | 99.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 496'196 EUR | 498'696 EUR | 100.00% | 100.00% |
14.11.2024 | 0.30% | 98.80 % | 99.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 493'616 EUR | 495'116 EUR | 99.10% | 99.10% |
13.11.2024 | 0.31% | 98.00 % | 98.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 490'967 EUR | 492'467 EUR | 100.00% | 100.00% |
12.11.2024 | 0.30% | 98.50 % | 98.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 494'568 EUR | 496'068 EUR | 100.00% | 100.00% |
11.11.2024 | 0.30% | 99.40 % | 99.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 497'074 EUR | 498'574 EUR | 100.00% | 100.00% |
08.11.2024 | 0.30% | 98.90 % | 99.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 493'541 EUR | 495'041 EUR | 100.00% | 100.00% |
07.11.2024 | 0.30% | 98.80 % | 99.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 494'924 EUR | 496'424 EUR | 99.23% | 99.23% |