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 | 0.41% | 97.40 % | 97.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 487'780 EUR | 489'780 EUR | 100.00% | 100.00% |
19.11.2024 | 0.41% | 97.40 % | 97.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 486'977 EUR | 488'977 EUR | 100.00% | 100.00% |
18.11.2024 | 0.41% | 97.80 % | 98.20 % | 500'000 | 500'000 | 499'997 | 499'997 | 488'686 EUR | 490'686 EUR | 99.06% | 99.06% |
15.11.2024 | 0.41% | 97.90 % | 98.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 489'945 EUR | 491'945 EUR | 100.00% | 100.00% |
14.11.2024 | 0.41% | 98.20 % | 98.60 % | 500'000 | 500'000 | 498'926 | 498'926 | 488'816 EUR | 490'813 EUR | 99.92% | 99.92% |
13.11.2024 | 0.41% | 97.50 % | 97.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 487'241 EUR | 489'241 EUR | 100.00% | 100.00% |
12.11.2024 | 0.41% | 97.60 % | 98.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 489'537 EUR | 491'537 EUR | 100.00% | 100.00% |
11.11.2024 | 0.41% | 98.30 % | 98.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 491'504 EUR | 493'504 EUR | 100.00% | 100.00% |
08.11.2024 | 0.41% | 97.90 % | 98.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 489'704 EUR | 491'704 EUR | 100.00% | 100.00% |
07.11.2024 | 0.41% | 98.30 % | 98.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 490'558 EUR | 492'558 EUR | 100.00% | 100.00% |