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 | 0.32% | 97.80 % | 98.11 % | 500'000 | 500'000 | 500'000 | 500'000 | 489'875 EUR | 491'424 EUR | 100.00% | 100.00% |
19.11.2024 | 0.32% | 97.90 % | 98.21 % | 500'000 | 500'000 | 500'000 | 500'000 | 489'434 EUR | 490'984 EUR | 100.00% | 100.00% |
18.11.2024 | 0.32% | 98.30 % | 98.61 % | 500'000 | 500'000 | 500'000 | 500'000 | 490'560 EUR | 492'110 EUR | 100.00% | 100.00% |
15.11.2024 | 0.51% | 98.00 % | 98.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 490'658 EUR | 493'158 EUR | 98.43% | 98.43% |
14.11.2024 | 0.31% | 98.50 % | 98.81 % | 500'000 | 500'000 | 500'000 | 500'000 | 491'707 EUR | 493'257 EUR | 98.82% | 98.82% |
13.11.2024 | 0.32% | 97.10 % | 97.41 % | 500'000 | 500'000 | 500'000 | 500'000 | 485'541 EUR | 487'091 EUR | 100.00% | 100.00% |
12.11.2024 | 0.32% | 97.10 % | 97.41 % | 500'000 | 500'000 | 500'000 | 500'000 | 488'704 EUR | 490'254 EUR | 100.00% | 100.00% |
11.11.2024 | 0.32% | 98.00 % | 98.31 % | 500'000 | 500'000 | 500'000 | 500'000 | 490'370 EUR | 491'920 EUR | 100.00% | 100.00% |
08.11.2024 | 0.32% | 97.70 % | 98.01 % | 500'000 | 500'000 | 500'000 | 500'000 | 490'213 EUR | 491'763 EUR | 100.00% | 100.00% |
07.11.2024 | 0.31% | 98.50 % | 98.81 % | 500'000 | 500'000 | 500'000 | 500'000 | 492'437 EUR | 493'987 EUR | 99.23% | 99.23% |