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% | 98.90 % | 99.21 % | 500'000 | 500'000 | 500'000 | 500'000 | 495'193 EUR | 496'743 EUR | 99.37% | 99.37% |
19.11.2024 | 0.31% | 99.10 % | 99.41 % | 500'000 | 500'000 | 500'000 | 500'000 | 494'097 EUR | 495'647 EUR | 100.00% | 100.00% |
18.11.2024 | 0.31% | 99.60 % | 99.91 % | 500'000 | 500'000 | 500'000 | 500'000 | 497'812 EUR | 499'362 EUR | 100.00% | 100.00% |
15.11.2024 | 0.50% | 100.40 % | 100.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'044 EUR | 505'544 EUR | 100.00% | 100.00% |
14.11.2024 | 0.51% | 99.20 % | 99.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 492'226 EUR | 494'726 EUR | 99.10% | 99.10% |
13.11.2024 | 0.52% | 95.70 % | 96.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 475'951 EUR | 478'451 EUR | 99.69% | 99.69% |