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% | 96.70 % | 97.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 484'144 EUR | 485'644 EUR | 99.37% | 99.37% |
19.11.2024 | 0.31% | 97.10 % | 97.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 485'973 EUR | 487'473 EUR | 100.00% | 100.00% |
18.11.2024 | 0.31% | 97.40 % | 97.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 486'661 EUR | 488'161 EUR | 100.00% | 100.00% |
15.11.2024 | 0.51% | 97.30 % | 97.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 487'028 EUR | 489'528 EUR | 100.00% | 100.00% |
14.11.2024 | 0.31% | 97.80 % | 98.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 488'781 EUR | 490'281 EUR | 99.10% | 99.10% |
13.11.2024 | 0.31% | 97.50 % | 97.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 487'309 EUR | 488'809 EUR | 100.00% | 100.00% |
12.11.2024 | 0.31% | 97.90 % | 98.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 489'449 EUR | 490'949 EUR | 100.00% | 100.00% |
11.11.2024 | 0.31% | 98.00 % | 98.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 490'464 EUR | 491'964 EUR | 100.00% | 100.00% |
08.11.2024 | 0.31% | 97.80 % | 98.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 489'064 EUR | 490'564 EUR | 100.00% | 100.00% |
07.11.2024 | 0.31% | 97.90 % | 98.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 489'268 EUR | 490'768 EUR | 99.23% | 99.23% |