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% | 98.00 % | 98.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 491'171 EUR | 493'671 EUR | 100.00% | 100.00% |
19.11.2024 | 0.51% | 98.24 % | 98.74 % | 500'000 | 500'000 | 500'000 | 500'000 | 491'141 EUR | 493'641 EUR | 89.36% | 89.36% |
18.11.2024 | 0.50% | 98.73 % | 99.23 % | 500'000 | 500'000 | 500'000 | 500'000 | 493'989 EUR | 496'489 EUR | 99.66% | 99.66% |
15.11.2024 | 0.50% | 98.64 % | 99.14 % | 500'000 | 500'000 | 500'000 | 500'000 | 493'824 EUR | 496'324 EUR | 100.00% | 100.00% |
14.11.2024 | 0.51% | 98.71 % | 99.21 % | 500'000 | 500'000 | 500'000 | 500'000 | 493'107 EUR | 495'607 EUR | 100.00% | 100.00% |
13.11.2024 | 0.51% | 98.63 % | 99.13 % | 500'000 | 500'000 | 500'000 | 500'000 | 493'101 EUR | 495'601 EUR | 100.00% | 100.00% |
12.11.2024 | 0.50% | 98.87 % | 99.37 % | 500'000 | 500'000 | 500'000 | 500'000 | 495'888 EUR | 498'388 EUR | 98.71% | 98.71% |
11.11.2024 | 0.50% | 99.51 % | 100.01 % | 500'000 | 500'000 | 500'000 | 500'000 | 497'154 EUR | 499'654 EUR | 100.00% | 100.00% |
08.11.2024 | 0.50% | 99.03 % | 99.53 % | 500'000 | 500'000 | 500'000 | 500'000 | 495'951 EUR | 498'451 EUR | 99.84% | 99.84% |
07.11.2024 | 0.50% | 99.08 % | 99.58 % | 500'000 | 500'000 | 500'000 | 500'000 | 495'228 EUR | 497'728 EUR | 100.00% | 100.00% |