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% | 99.70 % | 100.01 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'065 EUR | 500'614 EUR | 99.69% | 99.69% |
19.11.2024 | 0.31% | 99.50 % | 99.81 % | 500'000 | 500'000 | 500'000 | 500'000 | 496'837 EUR | 498'387 EUR | 97.68% | 97.68% |
18.11.2024 | 0.31% | 100.00 % | 100.31 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'115 EUR | 501'665 EUR | 100.00% | 100.00% |
15.11.2024 | 0.50% | 100.00 % | 100.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 501'809 EUR | 504'309 EUR | 100.00% | 100.00% |
14.11.2024 | 0.31% | 100.90 % | 101.21 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'211 EUR | 503'761 EUR | 99.10% | 99.10% |
13.11.2024 | 0.31% | 100.10 % | 100.41 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'437 EUR | 501'987 EUR | 100.00% | 100.00% |
12.11.2024 | 0.31% | 99.80 % | 100.11 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'496 EUR | 502'046 EUR | 100.00% | 100.00% |
11.11.2024 | 0.31% | 100.00 % | 100.31 % | 500'000 | 500'000 | 500'000 | 500'000 | 498'878 EUR | 500'428 EUR | 100.00% | 100.00% |
08.11.2024 | 0.31% | 99.40 % | 99.71 % | 500'000 | 500'000 | 500'000 | 500'000 | 496'471 EUR | 498'021 EUR | 100.00% | 100.00% |
07.11.2024 | 0.31% | 99.30 % | 99.61 % | 500'000 | 500'000 | 500'000 | 500'000 | 496'309 EUR | 497'859 EUR | 99.24% | 99.24% |