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 | 0.80% | 99.30 % | 100.10 % | 500'000 | 100'000 | 500'000 | 100'000 | 496'632 EUR | 100'126 EUR | 98.58% | 98.58% |
19.11.2024 | 0.80% | 99.30 % | 100.10 % | 500'000 | 100'000 | 500'000 | 100'000 | 496'442 EUR | 100'088 EUR | 100.00% | 100.00% |
18.11.2024 | 0.80% | 99.30 % | 100.10 % | 500'000 | 100'000 | 500'000 | 100'000 | 496'500 EUR | 100'100 EUR | 100.00% | 100.00% |
15.11.2024 | 0.80% | 99.00 % | 99.80 % | 500'000 | 100'000 | 500'000 | 100'000 | 495'374 EUR | 99'875 EUR | 100.00% | 100.00% |
14.11.2024 | 0.81% | 98.90 % | 99.70 % | 500'000 | 100'000 | 500'000 | 100'000 | 494'127 EUR | 99'626 EUR | 100.00% | 100.00% |
13.11.2024 | 0.80% | 99.10 % | 99.90 % | 500'000 | 100'000 | 500'000 | 100'000 | 495'186 EUR | 99'837 EUR | 100.00% | 100.00% |
12.11.2024 | 0.80% | 99.00 % | 99.80 % | 500'000 | 100'000 | 500'000 | 100'000 | 496'127 EUR | 100'025 EUR | 100.00% | 100.00% |
11.11.2024 | 0.80% | 99.20 % | 100.00 % | 500'000 | 100'000 | 500'000 | 100'000 | 496'000 EUR | 100'000 EUR | 100.00% | 100.00% |
08.11.2024 | 0.81% | 98.40 % | 99.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 492'433 EUR | 496'433 EUR | 100.00% | 100.00% |
07.11.2024 | 0.81% | 98.80 % | 99.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 493'914 EUR | 497'914 EUR | 99.23% | 99.23% |