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% | 98.80 % | 99.11 % | 500'000 | 500'000 | 500'000 | 500'000 | 494'657 EUR | 496'206 EUR | 99.37% | 99.37% |
19.11.2024 | 0.31% | 98.80 % | 99.11 % | 500'000 | 500'000 | 500'000 | 500'000 | 494'110 EUR | 495'660 EUR | 100.00% | 100.00% |
18.11.2024 | 0.31% | 99.50 % | 99.81 % | 500'000 | 500'000 | 500'000 | 500'000 | 496'972 EUR | 498'522 EUR | 100.00% | 100.00% |
15.11.2024 | 0.50% | 99.30 % | 99.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 496'170 EUR | 498'670 EUR | 100.00% | 100.00% |
14.11.2024 | 0.31% | 99.10 % | 99.41 % | 500'000 | 500'000 | 500'000 | 500'000 | 494'574 EUR | 496'124 EUR | 99.10% | 99.10% |
13.11.2024 | 0.32% | 98.20 % | 98.51 % | 500'000 | 500'000 | 500'000 | 500'000 | 491'177 EUR | 492'727 EUR | 100.00% | 100.00% |
12.11.2024 | 0.31% | 98.40 % | 98.71 % | 500'000 | 500'000 | 500'000 | 500'000 | 493'489 EUR | 495'039 EUR | 100.00% | 100.00% |
11.11.2024 | 0.31% | 99.00 % | 99.31 % | 500'000 | 500'000 | 500'000 | 500'000 | 495'213 EUR | 496'763 EUR | 100.00% | 100.00% |
08.11.2024 | 0.31% | 98.60 % | 98.91 % | 500'000 | 500'000 | 500'000 | 500'000 | 493'645 EUR | 495'195 EUR | 100.00% | 100.00% |
07.11.2024 | 0.31% | 99.20 % | 99.51 % | 500'000 | 500'000 | 500'000 | 500'000 | 495'842 EUR | 497'392 EUR | 99.23% | 99.23% |