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% | 99.50 % | 99.81 % | 500'000 | 500'000 | 500'000 | 500'000 | 497'367 EUR | 498'916 EUR | 99.37% | 99.37% |
19.11.2024 | 0.31% | 99.50 % | 99.81 % | 500'000 | 500'000 | 500'000 | 500'000 | 496'772 EUR | 498'322 EUR | 100.00% | 100.00% |
18.11.2024 | 0.31% | 99.30 % | 99.61 % | 500'000 | 500'000 | 500'000 | 500'000 | 496'501 EUR | 498'051 EUR | 100.00% | 100.00% |
15.11.2024 | 0.50% | 99.30 % | 99.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 496'184 EUR | 498'684 EUR | 100.00% | 100.00% |
14.11.2024 | 0.31% | 99.10 % | 99.41 % | 500'000 | 500'000 | 500'000 | 500'000 | 495'131 EUR | 496'681 EUR | 99.10% | 99.10% |
13.11.2024 | 0.31% | 98.60 % | 98.91 % | 500'000 | 500'000 | 500'000 | 500'000 | 493'471 EUR | 495'021 EUR | 100.00% | 100.00% |
12.11.2024 | 0.31% | 99.00 % | 99.31 % | 500'000 | 500'000 | 500'000 | 500'000 | 495'756 EUR | 497'306 EUR | 100.00% | 100.00% |
11.11.2024 | 0.31% | 99.50 % | 99.81 % | 500'000 | 500'000 | 500'000 | 500'000 | 497'604 EUR | 499'154 EUR | 100.00% | 100.00% |
08.11.2024 | 0.31% | 99.10 % | 99.41 % | 500'000 | 500'000 | 500'000 | 500'000 | 494'894 EUR | 496'444 EUR | 100.00% | 100.00% |
07.11.2024 | 0.31% | 99.00 % | 99.31 % | 500'000 | 500'000 | 500'000 | 500'000 | 495'662 EUR | 497'212 EUR | 99.23% | 99.23% |