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% | 96.40 % | 96.71 % | 500'000 | 500'000 | 500'000 | 500'000 | 482'429 EUR | 483'978 EUR | 100.00% | 100.00% |
19.11.2024 | 0.32% | 95.60 % | 95.91 % | 500'000 | 500'000 | 500'000 | 500'000 | 478'119 EUR | 479'669 EUR | 100.00% | 100.00% |
18.11.2024 | 0.32% | 96.10 % | 96.41 % | 500'000 | 500'000 | 500'000 | 500'000 | 479'756 EUR | 481'306 EUR | 100.00% | 100.00% |
15.11.2024 | 0.52% | 96.00 % | 96.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 482'579 EUR | 485'079 EUR | 100.00% | 100.00% |
14.11.2024 | 0.32% | 97.10 % | 97.41 % | 500'000 | 500'000 | 500'000 | 500'000 | 483'973 EUR | 485'523 EUR | 99.10% | 99.10% |
13.11.2024 | 0.32% | 96.30 % | 96.61 % | 500'000 | 500'000 | 500'000 | 500'000 | 480'629 EUR | 482'179 EUR | 100.00% | 100.00% |
12.11.2024 | 0.32% | 95.60 % | 95.91 % | 500'000 | 500'000 | 500'000 | 500'000 | 482'792 EUR | 484'342 EUR | 100.00% | 100.00% |
11.11.2024 | 0.32% | 97.90 % | 98.21 % | 500'000 | 500'000 | 500'000 | 500'000 | 489'110 EUR | 490'660 EUR | 100.00% | 100.00% |
08.11.2024 | 0.32% | 97.90 % | 98.21 % | 500'000 | 500'000 | 500'000 | 500'000 | 486'768 EUR | 488'318 EUR | 100.00% | 100.00% |
07.11.2024 | 0.32% | 97.30 % | 97.61 % | 500'000 | 500'000 | 500'000 | 500'000 | 488'197 EUR | 489'747 EUR | 99.23% | 99.23% |