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% | 95.90 % | 96.21 % | 500'000 | 500'000 | 500'000 | 500'000 | 481'550 EUR | 483'099 EUR | 99.37% | 99.37% |
19.11.2024 | 0.32% | 96.90 % | 97.21 % | 500'000 | 500'000 | 500'000 | 500'000 | 481'140 EUR | 482'690 EUR | 100.00% | 100.00% |
18.11.2024 | 0.32% | 96.70 % | 97.01 % | 500'000 | 500'000 | 500'000 | 500'000 | 482'196 EUR | 483'746 EUR | 100.00% | 100.00% |
15.11.2024 | 0.52% | 96.10 % | 96.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 481'414 EUR | 483'914 EUR | 100.00% | 100.00% |
14.11.2024 | 0.32% | 96.70 % | 97.01 % | 500'000 | 500'000 | 500'000 | 500'000 | 482'817 EUR | 484'367 EUR | 99.10% | 99.10% |
13.11.2024 | 0.32% | 95.70 % | 96.01 % | 500'000 | 500'000 | 500'000 | 500'000 | 479'436 EUR | 480'986 EUR | 100.00% | 100.00% |
12.11.2024 | 0.32% | 96.50 % | 96.81 % | 500'000 | 500'000 | 500'000 | 500'000 | 482'899 EUR | 484'449 EUR | 100.00% | 100.00% |
11.11.2024 | 0.32% | 96.50 % | 96.81 % | 500'000 | 500'000 | 500'000 | 500'000 | 481'666 EUR | 483'216 EUR | 100.00% | 100.00% |
08.11.2024 | 0.32% | 96.00 % | 96.31 % | 500'000 | 500'000 | 500'000 | 500'000 | 480'274 EUR | 481'824 EUR | 100.00% | 100.00% |
07.11.2024 | 0.32% | 95.80 % | 96.11 % | 500'000 | 500'000 | 500'000 | 500'000 | 476'855 EUR | 478'405 EUR | 99.23% | 99.23% |