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% | 99.30 % | 99.61 % | 500'000 | 500'000 | 500'000 | 500'000 | 497'590 EUR | 499'139 EUR | 100.00% | 100.00% |
19.11.2024 | 0.31% | 99.60 % | 99.91 % | 500'000 | 500'000 | 500'000 | 500'000 | 498'052 EUR | 499'602 EUR | 100.00% | 100.00% |
18.11.2024 | 0.31% | 99.70 % | 100.01 % | 500'000 | 500'000 | 500'000 | 500'000 | 498'484 EUR | 500'034 EUR | 100.00% | 100.00% |
15.11.2024 | 0.50% | 100.00 % | 100.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'807 EUR | 502'307 EUR | 100.00% | 100.00% |
14.11.2024 | 0.31% | 100.20 % | 100.51 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'259 EUR | 500'809 EUR | 99.10% | 99.10% |
13.11.2024 | 0.31% | 99.60 % | 99.91 % | 500'000 | 500'000 | 500'000 | 500'000 | 497'793 EUR | 499'343 EUR | 100.00% | 100.00% |
12.11.2024 | 0.31% | 99.30 % | 99.61 % | 500'000 | 500'000 | 500'000 | 500'000 | 497'456 EUR | 499'006 EUR | 100.00% | 100.00% |
11.11.2024 | 0.31% | 99.90 % | 100.21 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'009 EUR | 501'559 EUR | 100.00% | 100.00% |
08.11.2024 | 0.31% | 99.80 % | 100.11 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'162 EUR | 500'712 EUR | 100.00% | 100.00% |
07.11.2024 | 0.31% | 99.70 % | 100.01 % | 500'000 | 500'000 | 500'000 | 500'000 | 498'730 EUR | 500'280 EUR | 99.24% | 99.24% |