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 | 0.32% | 96.60 % | 96.91 % | 500'000 | 500'000 | 500'000 | 500'000 | 483'675 EUR | 485'225 EUR | 99.37% | 99.37% |
19.11.2024 | 0.32% | 96.10 % | 96.41 % | 500'000 | 500'000 | 500'000 | 500'000 | 479'764 EUR | 481'314 EUR | 100.00% | 100.00% |
18.11.2024 | 0.32% | 96.10 % | 96.41 % | 500'000 | 500'000 | 500'000 | 500'000 | 479'046 EUR | 480'596 EUR | 100.00% | 100.00% |
15.11.2024 | 0.52% | 95.50 % | 96.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 478'649 EUR | 481'149 EUR | 100.00% | 100.00% |
14.11.2024 | 0.32% | 97.10 % | 97.41 % | 500'000 | 500'000 | 500'000 | 500'000 | 484'655 EUR | 486'205 EUR | 99.10% | 99.10% |
13.11.2024 | 0.32% | 96.50 % | 96.81 % | 500'000 | 500'000 | 500'000 | 500'000 | 481'853 EUR | 483'403 EUR | 100.00% | 100.00% |
12.11.2024 | 0.32% | 97.10 % | 97.41 % | 500'000 | 500'000 | 500'000 | 500'000 | 487'080 EUR | 488'630 EUR | 100.00% | 100.00% |
11.11.2024 | 0.32% | 98.00 % | 98.31 % | 500'000 | 500'000 | 500'000 | 500'000 | 489'527 EUR | 491'077 EUR | 100.00% | 100.00% |
08.11.2024 | 0.32% | 97.10 % | 97.41 % | 500'000 | 500'000 | 500'000 | 500'000 | 486'052 EUR | 487'602 EUR | 100.00% | 100.00% |
07.11.2024 | 0.32% | 97.70 % | 98.01 % | 500'000 | 500'000 | 500'000 | 500'000 | 486'269 EUR | 487'819 EUR | 99.24% | 99.24% |