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% | 97.20 % | 97.51 % | 500'000 | 500'000 | 500'000 | 500'000 | 485'839 EUR | 487'388 EUR | 99.37% | 99.37% |
19.11.2024 | 0.32% | 96.40 % | 96.71 % | 500'000 | 500'000 | 500'000 | 500'000 | 482'079 EUR | 483'629 EUR | 100.00% | 100.00% |
18.11.2024 | 0.32% | 96.50 % | 96.81 % | 500'000 | 500'000 | 500'000 | 500'000 | 483'528 EUR | 485'078 EUR | 100.00% | 100.00% |
15.11.2024 | 0.52% | 96.30 % | 96.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 481'168 EUR | 483'668 EUR | 100.00% | 100.00% |
14.11.2024 | 0.32% | 96.30 % | 96.61 % | 500'000 | 500'000 | 500'000 | 500'000 | 480'068 EUR | 481'618 EUR | 99.10% | 99.10% |
13.11.2024 | 0.32% | 96.40 % | 96.71 % | 500'000 | 500'000 | 500'000 | 500'000 | 481'414 EUR | 482'964 EUR | 100.00% | 100.00% |
12.11.2024 | 0.32% | 96.20 % | 96.51 % | 500'000 | 500'000 | 500'000 | 500'000 | 481'955 EUR | 483'505 EUR | 100.00% | 100.00% |
11.11.2024 | 0.32% | 96.60 % | 96.91 % | 500'000 | 500'000 | 500'000 | 500'000 | 483'173 EUR | 484'723 EUR | 100.00% | 100.00% |
08.11.2024 | 0.32% | 96.50 % | 96.81 % | 500'000 | 500'000 | 500'000 | 500'000 | 482'992 EUR | 484'542 EUR | 100.00% | 100.00% |
07.11.2024 | 0.32% | 97.80 % | 98.11 % | 500'000 | 500'000 | 500'000 | 500'000 | 487'923 EUR | 489'473 EUR | 99.23% | 99.23% |