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% | 98.90 % | 99.21 % | 500'000 | 500'000 | 500'000 | 500'000 | 495'081 EUR | 496'630 EUR | 99.37% | 99.37% |
19.11.2024 | 0.31% | 98.80 % | 99.11 % | 500'000 | 500'000 | 500'000 | 500'000 | 493'952 EUR | 495'502 EUR | 100.00% | 100.00% |
18.11.2024 | 0.31% | 99.10 % | 99.41 % | 500'000 | 500'000 | 500'000 | 500'000 | 495'316 EUR | 496'866 EUR | 100.00% | 100.00% |
15.11.2024 | 0.50% | 99.00 % | 99.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 494'546 EUR | 497'046 EUR | 100.00% | 100.00% |
14.11.2024 | 0.31% | 98.90 % | 99.21 % | 500'000 | 500'000 | 500'000 | 500'000 | 493'987 EUR | 495'537 EUR | 99.10% | 99.10% |
13.11.2024 | 0.31% | 98.50 % | 98.81 % | 500'000 | 500'000 | 500'000 | 500'000 | 492'264 EUR | 493'814 EUR | 100.00% | 100.00% |
12.11.2024 | 0.31% | 98.60 % | 98.91 % | 500'000 | 500'000 | 500'000 | 500'000 | 493'985 EUR | 495'535 EUR | 100.00% | 100.00% |
11.11.2024 | 0.31% | 99.10 % | 99.41 % | 500'000 | 500'000 | 500'000 | 500'000 | 495'380 EUR | 496'930 EUR | 100.00% | 100.00% |
08.11.2024 | 0.31% | 98.90 % | 99.21 % | 500'000 | 500'000 | 500'000 | 500'000 | 495'008 EUR | 496'558 EUR | 100.00% | 100.00% |
07.11.2024 | 0.31% | 98.90 % | 99.21 % | 500'000 | 500'000 | 500'000 | 500'000 | 494'725 EUR | 496'275 EUR | 99.23% | 99.23% |