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 | 495'057 EUR | 496'606 EUR | 99.37% | 99.37% |
19.11.2024 | 0.32% | 98.20 % | 98.51 % | 500'000 | 500'000 | 500'000 | 500'000 | 491'084 EUR | 492'634 EUR | 100.00% | 100.00% |
18.11.2024 | 0.31% | 98.60 % | 98.91 % | 500'000 | 500'000 | 500'000 | 500'000 | 492'355 EUR | 493'905 EUR | 100.00% | 100.00% |
15.11.2024 | 0.50% | 98.50 % | 99.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 494'598 EUR | 497'098 EUR | 100.00% | 100.00% |
14.11.2024 | 0.31% | 99.40 % | 99.71 % | 500'000 | 500'000 | 500'000 | 500'000 | 495'730 EUR | 497'280 EUR | 99.10% | 99.10% |
13.11.2024 | 0.31% | 98.70 % | 99.01 % | 500'000 | 500'000 | 500'000 | 500'000 | 492'782 EUR | 494'332 EUR | 100.00% | 100.00% |
12.11.2024 | 0.31% | 98.20 % | 98.51 % | 500'000 | 500'000 | 500'000 | 500'000 | 495'003 EUR | 496'553 EUR | 100.00% | 100.00% |
11.11.2024 | 0.31% | 100.10 % | 100.41 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'973 EUR | 501'523 EUR | 100.00% | 100.00% |
08.11.2024 | 0.31% | 100.00 % | 100.31 % | 500'000 | 500'000 | 500'000 | 500'000 | 498'059 EUR | 499'609 EUR | 100.00% | 100.00% |
07.11.2024 | 0.31% | 99.60 % | 99.91 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'204 EUR | 500'754 EUR | 99.23% | 99.23% |