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 | 0.51% | 98.51 % | 99.01 % | 500'000 | 500'000 | 500'000 | 500'000 | 493'577 EUR | 496'077 EUR | 100.00% | 100.00% |
19.11.2024 | 0.50% | 98.80 % | 99.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 494'032 EUR | 496'532 EUR | 89.38% | 89.38% |
18.11.2024 | 0.50% | 99.27 % | 99.77 % | 500'000 | 500'000 | 500'000 | 500'000 | 496'633 EUR | 499'133 EUR | 99.66% | 99.66% |
15.11.2024 | 0.50% | 99.21 % | 99.71 % | 500'000 | 500'000 | 500'000 | 500'000 | 497'096 EUR | 499'596 EUR | 100.00% | 100.00% |
14.11.2024 | 0.50% | 99.37 % | 99.87 % | 500'000 | 500'000 | 500'000 | 500'000 | 496'195 EUR | 498'695 EUR | 100.00% | 100.00% |
13.11.2024 | 0.50% | 99.31 % | 99.81 % | 500'000 | 500'000 | 500'000 | 500'000 | 496'556 EUR | 499'056 EUR | 100.00% | 100.00% |
12.11.2024 | 0.50% | 99.48 % | 99.98 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'016 EUR | 501'516 EUR | 98.74% | 98.74% |
11.11.2024 | 0.50% | 100.08 % | 100.58 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'368 EUR | 502'868 EUR | 100.00% | 100.00% |
08.11.2024 | 0.50% | 99.65 % | 100.15 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'077 EUR | 501'577 EUR | 99.83% | 99.83% |
07.11.2024 | 0.50% | 99.71 % | 100.21 % | 500'000 | 500'000 | 500'000 | 500'000 | 498'378 EUR | 500'878 EUR | 100.00% | 100.00% |