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% | 99.00 % | 99.31 % | 500'000 | 500'000 | 500'000 | 500'000 | 496'403 EUR | 497'952 EUR | 99.37% | 99.37% |
19.11.2024 | 0.31% | 99.50 % | 99.81 % | 500'000 | 500'000 | 500'000 | 500'000 | 495'301 EUR | 496'851 EUR | 100.00% | 100.00% |
18.11.2024 | 0.31% | 99.70 % | 100.01 % | 500'000 | 500'000 | 500'000 | 500'000 | 497'389 EUR | 498'939 EUR | 100.00% | 100.00% |
15.11.2024 | 0.50% | 99.00 % | 99.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 495'894 EUR | 498'394 EUR | 100.00% | 100.00% |
14.11.2024 | 0.31% | 99.60 % | 99.91 % | 500'000 | 500'000 | 500'000 | 500'000 | 497'328 EUR | 498'878 EUR | 99.10% | 99.10% |
13.11.2024 | 0.31% | 98.70 % | 99.01 % | 500'000 | 500'000 | 500'000 | 500'000 | 494'134 EUR | 495'684 EUR | 100.00% | 100.00% |
12.11.2024 | 0.31% | 99.30 % | 99.61 % | 500'000 | 500'000 | 500'000 | 500'000 | 496'278 EUR | 497'828 EUR | 100.00% | 100.00% |
11.11.2024 | 0.31% | 99.50 % | 99.81 % | 500'000 | 500'000 | 500'000 | 500'000 | 496'770 EUR | 498'320 EUR | 100.00% | 100.00% |
08.11.2024 | 0.31% | 99.10 % | 99.41 % | 500'000 | 500'000 | 500'000 | 500'000 | 495'950 EUR | 497'500 EUR | 100.00% | 100.00% |
07.11.2024 | 0.31% | 99.00 % | 99.31 % | 500'000 | 500'000 | 500'000 | 500'000 | 493'698 EUR | 495'247 EUR | 99.23% | 99.23% |