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% | 97.90 % | 98.21 % | 500'000 | 500'000 | 500'000 | 500'000 | 490'792 EUR | 492'342 EUR | 99.37% | 99.37% |
19.11.2024 | 0.31% | 98.30 % | 98.61 % | 500'000 | 500'000 | 500'000 | 500'000 | 491'510 EUR | 493'060 EUR | 100.00% | 100.00% |
18.11.2024 | 0.31% | 98.30 % | 98.61 % | 500'000 | 500'000 | 500'000 | 500'000 | 491'638 EUR | 493'188 EUR | 100.00% | 100.00% |
15.11.2024 | 0.51% | 98.70 % | 99.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 493'717 EUR | 496'217 EUR | 100.00% | 100.00% |
14.11.2024 | 0.31% | 98.90 % | 99.21 % | 500'000 | 500'000 | 500'000 | 500'000 | 492'462 EUR | 494'012 EUR | 99.10% | 99.10% |
13.11.2024 | 0.32% | 98.10 % | 98.41 % | 500'000 | 500'000 | 500'000 | 500'000 | 490'622 EUR | 492'172 EUR | 100.00% | 100.00% |
12.11.2024 | 0.31% | 98.10 % | 98.41 % | 500'000 | 500'000 | 500'000 | 500'000 | 491'900 EUR | 493'450 EUR | 100.00% | 100.00% |
11.11.2024 | 0.31% | 98.50 % | 98.81 % | 500'000 | 500'000 | 500'000 | 500'000 | 493'238 EUR | 494'788 EUR | 100.00% | 100.00% |
08.11.2024 | 0.31% | 98.30 % | 98.61 % | 500'000 | 500'000 | 500'000 | 500'000 | 491'693 EUR | 493'243 EUR | 100.00% | 100.00% |
07.11.2024 | 0.32% | 98.10 % | 98.41 % | 500'000 | 500'000 | 500'000 | 499'993 | 490'862 EUR | 492'404 EUR | 99.23% | 99.23% |