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% | 98.90 % | 99.21 % | 500'000 | 500'000 | 500'000 | 500'000 | 495'087 EUR | 496'636 EUR | 99.37% | 99.37% |
19.11.2024 | 0.31% | 98.80 % | 99.11 % | 500'000 | 500'000 | 500'000 | 500'000 | 494'693 EUR | 496'243 EUR | 100.00% | 100.00% |
18.11.2024 | 0.31% | 98.90 % | 99.21 % | 500'000 | 500'000 | 500'000 | 500'000 | 494'580 EUR | 496'130 EUR | 100.00% | 100.00% |
15.11.2024 | 0.51% | 98.80 % | 99.30 % | 500'000 | 500'000 | 492'505 | 492'505 | 486'922 EUR | 489'418 EUR | 100.00% | 100.00% |
14.11.2024 | 0.31% | 99.70 % | 100.01 % | 500'000 | 500'000 | 500'000 | 500'000 | 497'805 EUR | 499'355 EUR | 99.10% | 99.10% |
13.11.2024 | 0.31% | 99.70 % | 100.01 % | 500'000 | 500'000 | 500'000 | 500'000 | 498'503 EUR | 500'053 EUR | 100.00% | 100.00% |
12.11.2024 | 0.31% | 99.90 % | 100.21 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'213 EUR | 500'763 EUR | 100.00% | 100.00% |
11.11.2024 | 0.31% | 100.10 % | 100.41 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'629 EUR | 502'179 EUR | 100.00% | 100.00% |
08.11.2024 | 0.31% | 100.00 % | 100.31 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'174 EUR | 501'724 EUR | 100.00% | 100.00% |
07.11.2024 | 0.31% | 99.80 % | 100.11 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'284 EUR | 500'834 EUR | 99.23% | 99.23% |