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 | 0.50% | 99.60 % | 100.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 498'030 EUR | 500'530 EUR | 97.21% | 97.21% |
19.11.2024 | 0.50% | 98.50 % | 99.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 495'072 EUR | 497'572 EUR | 94.33% | 94.33% |
18.11.2024 | 0.50% | 99.35 % | 99.85 % | 500'000 | 500'000 | 500'000 | 500'000 | 497'404 EUR | 499'904 EUR | 98.36% | 98.36% |
15.11.2024 | 0.50% | 99.30 % | 99.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 496'158 EUR | 498'658 EUR | 99.37% | 99.37% |
14.11.2024 | 0.51% | 98.90 % | 99.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 493'427 EUR | 495'927 EUR | 99.37% | 99.37% |
13.11.2024 | 0.51% | 98.35 % | 98.85 % | 500'000 | 500'000 | 500'000 | 500'000 | 491'378 EUR | 493'878 EUR | 99.38% | 99.38% |
12.11.2024 | 0.50% | 98.20 % | 98.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 494'711 EUR | 497'211 EUR | 99.38% | 99.38% |
11.11.2024 | 0.50% | 99.80 % | 100.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'320 EUR | 501'820 EUR | 99.28% | 99.28% |
08.11.2024 | 0.50% | 99.35 % | 99.85 % | 500'000 | 500'000 | 500'000 | 500'000 | 497'322 EUR | 499'822 EUR | 99.37% | 99.37% |
07.11.2024 | 0.50% | 99.75 % | 100.25 % | 500'000 | 500'000 | 500'000 | 500'000 | 498'812 EUR | 501'312 EUR | 98.97% | 98.97% |