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 | 495'837 EUR | 497'386 EUR | 99.37% | 99.37% |
19.11.2024 | 0.31% | 99.30 % | 99.61 % | 500'000 | 500'000 | 500'000 | 500'000 | 496'893 EUR | 498'443 EUR | 100.00% | 100.00% |
18.11.2024 | 0.31% | 99.50 % | 99.81 % | 500'000 | 500'000 | 500'000 | 500'000 | 496'484 EUR | 498'034 EUR | 100.00% | 100.00% |
15.11.2024 | 0.50% | 99.40 % | 99.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 496'947 EUR | 499'447 EUR | 100.00% | 100.00% |
14.11.2024 | 0.31% | 99.50 % | 99.81 % | 500'000 | 500'000 | 500'000 | 500'000 | 496'813 EUR | 498'363 EUR | 99.10% | 99.10% |
13.11.2024 | 0.31% | 98.80 % | 99.11 % | 500'000 | 500'000 | 500'000 | 500'000 | 493'498 EUR | 495'048 EUR | 100.00% | 100.00% |
12.11.2024 | 0.31% | 98.60 % | 98.91 % | 500'000 | 500'000 | 500'000 | 500'000 | 495'122 EUR | 496'672 EUR | 100.00% | 100.00% |
11.11.2024 | 0.31% | 99.00 % | 99.31 % | 500'000 | 500'000 | 500'000 | 500'000 | 495'928 EUR | 497'478 EUR | 99.92% | 99.92% |
08.11.2024 | 0.31% | 99.00 % | 99.31 % | 500'000 | 500'000 | 500'000 | 500'000 | 495'958 EUR | 497'508 EUR | 100.00% | 100.00% |
07.11.2024 | 0.31% | 99.60 % | 99.91 % | 500'000 | 500'000 | 500'000 | 499'978 | 497'695 EUR | 499'223 EUR | 99.23% | 99.23% |