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 | 0.30% | 99.70 % | 100.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 498'949 EUR | 500'449 EUR | 99.06% | 99.06% |
19.11.2024 | 0.30% | 99.80 % | 100.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 497'671 EUR | 499'171 EUR | 97.68% | 97.68% |
18.11.2024 | 0.30% | 99.90 % | 100.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'732 EUR | 501'232 EUR | 100.00% | 100.00% |
15.11.2024 | 0.50% | 100.20 % | 100.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'545 EUR | 505'045 EUR | 100.00% | 100.00% |
14.11.2024 | 0.30% | 101.00 % | 101.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'013 EUR | 504'513 EUR | 99.10% | 99.10% |
13.11.2024 | 0.30% | 100.30 % | 100.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 501'332 EUR | 502'832 EUR | 100.00% | 100.00% |
12.11.2024 | 0.30% | 100.00 % | 100.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 501'451 EUR | 502'951 EUR | 100.00% | 100.00% |
11.11.2024 | 0.30% | 100.20 % | 100.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'118 EUR | 501'618 EUR | 100.00% | 100.00% |
08.11.2024 | 0.30% | 99.80 % | 100.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 498'457 EUR | 499'957 EUR | 100.00% | 100.00% |
07.11.2024 | 0.30% | 99.80 % | 100.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 498'416 EUR | 499'916 EUR | 99.76% | 99.76% |