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% | 98.60 % | 98.91 % | 500'000 | 500'000 | 500'000 | 500'000 | 493'725 EUR | 495'274 EUR | 100.00% | 100.00% |
19.11.2024 | 0.31% | 98.30 % | 98.61 % | 500'000 | 500'000 | 500'000 | 500'000 | 491'385 EUR | 492'935 EUR | 100.00% | 100.00% |
18.11.2024 | 0.31% | 98.80 % | 99.11 % | 500'000 | 500'000 | 500'000 | 500'000 | 494'023 EUR | 495'573 EUR | 100.00% | 100.00% |
15.11.2024 | 0.50% | 99.10 % | 99.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 495'883 EUR | 498'383 EUR | 100.00% | 100.00% |
14.11.2024 | 0.31% | 99.40 % | 99.71 % | 500'000 | 500'000 | 500'000 | 500'000 | 496'298 EUR | 497'848 EUR | 99.10% | 99.10% |
13.11.2024 | 0.31% | 98.70 % | 99.01 % | 500'000 | 500'000 | 500'000 | 500'000 | 492'436 EUR | 493'986 EUR | 100.00% | 100.00% |
12.11.2024 | 0.31% | 98.20 % | 98.51 % | 500'000 | 500'000 | 500'000 | 500'000 | 493'674 EUR | 495'224 EUR | 100.00% | 100.00% |
11.11.2024 | 0.31% | 99.30 % | 99.61 % | 500'000 | 500'000 | 500'000 | 500'000 | 497'634 EUR | 499'184 EUR | 100.00% | 100.00% |
08.11.2024 | 0.31% | 99.50 % | 99.81 % | 500'000 | 500'000 | 500'000 | 500'000 | 497'719 EUR | 499'269 EUR | 100.00% | 100.00% |
07.11.2024 | 0.31% | 100.40 % | 100.71 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'952 EUR | 502'502 EUR | 99.24% | 99.24% |