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 | 0.50% | 99.20 % | 99.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 496'722 EUR | 499'222 EUR | 99.36% | 99.36% |
19.11.2024 | 0.50% | 99.50 % | 100.00 % | 500'000 | 500'000 | 499'736 | 499'736 | 497'267 EUR | 499'766 EUR | 100.00% | 100.00% |
18.11.2024 | 0.49% | 100.90 % | 101.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 504'240 EUR | 506'740 EUR | 100.00% | 100.00% |
15.11.2024 | 0.50% | 100.80 % | 101.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'477 EUR | 505'977 EUR | 100.00% | 100.00% |
14.11.2024 | 0.50% | 100.60 % | 101.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 501'393 EUR | 503'893 EUR | 99.10% | 99.10% |
13.11.2024 | 0.50% | 100.00 % | 100.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'166 EUR | 502'666 EUR | 100.00% | 100.00% |
12.11.2024 | 0.50% | 99.90 % | 100.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'616 EUR | 503'116 EUR | 100.00% | 100.00% |
11.11.2024 | 0.50% | 100.30 % | 100.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 501'079 EUR | 503'579 EUR | 100.00% | 100.00% |
08.11.2024 | 0.50% | 99.90 % | 100.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'619 EUR | 502'119 EUR | 100.00% | 100.00% |
07.11.2024 | 0.50% | 100.30 % | 100.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'354 EUR | 504'854 EUR | 99.23% | 99.23% |