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% | 98.30 % | 98.61 % | 500'000 | 500'000 | 500'000 | 500'000 | 492'073 EUR | 493'622 EUR | 99.37% | 99.37% |
19.11.2024 | 0.32% | 98.10 % | 98.41 % | 500'000 | 500'000 | 500'000 | 500'000 | 490'347 EUR | 491'897 EUR | 100.00% | 100.00% |
18.11.2024 | 0.31% | 99.10 % | 99.41 % | 500'000 | 500'000 | 500'000 | 500'000 | 495'397 EUR | 496'947 EUR | 100.00% | 100.00% |
15.11.2024 | 0.50% | 99.80 % | 100.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'253 EUR | 501'753 EUR | 100.00% | 100.00% |
14.11.2024 | 0.31% | 99.60 % | 99.91 % | 500'000 | 500'000 | 500'000 | 500'000 | 497'378 EUR | 498'928 EUR | 99.10% | 99.10% |
13.11.2024 | 0.32% | 98.40 % | 98.71 % | 500'000 | 500'000 | 500'000 | 500'000 | 491'028 EUR | 492'578 EUR | 100.00% | 100.00% |
12.11.2024 | 0.31% | 98.00 % | 98.31 % | 500'000 | 500'000 | 500'000 | 500'000 | 492'423 EUR | 493'973 EUR | 100.00% | 100.00% |
11.11.2024 | 0.31% | 99.40 % | 99.71 % | 500'000 | 500'000 | 500'000 | 500'000 | 498'556 EUR | 500'106 EUR | 100.00% | 100.00% |
08.11.2024 | 0.31% | 99.20 % | 99.51 % | 500'000 | 500'000 | 500'000 | 500'000 | 496'452 EUR | 498'002 EUR | 100.00% | 100.00% |
07.11.2024 | 0.31% | 100.10 % | 100.41 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'655 EUR | 501'205 EUR | 99.24% | 99.24% |