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% | 99.90 % | 100.70 % | 500'000 | 100'000 | 500'000 | 100'000 | 499'979 EUR | 100'796 EUR | 99.37% | 99.37% |
19.11.2024 | 0.79% | 100.30 % | 101.10 % | 500'000 | 100'000 | 500'000 | 100'000 | 501'495 EUR | 101'099 EUR | 100.00% | 100.00% |
18.11.2024 | 0.80% | 99.40 % | 100.20 % | 500'000 | 100'000 | 500'000 | 100'000 | 497'013 EUR | 100'203 EUR | 100.00% | 100.00% |
15.11.2024 | 1.00% | 99.00 % | 100.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 495'160 EUR | 500'160 EUR | 100.00% | 100.00% |
14.11.2024 | 0.81% | 99.10 % | 99.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 494'881 EUR | 498'881 EUR | 99.10% | 99.10% |
13.11.2024 | 0.81% | 98.80 % | 99.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 490'971 EUR | 494'971 EUR | 100.00% | 100.00% |
12.11.2024 | 0.81% | 98.60 % | 99.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 493'266 EUR | 497'266 EUR | 100.00% | 100.00% |
11.11.2024 | 0.80% | 99.80 % | 100.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'642 EUR | 503'642 EUR | 100.00% | 100.00% |
08.11.2024 | 0.80% | 100.00 % | 100.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'445 EUR | 503'445 EUR | 100.00% | 100.00% |
07.11.2024 | 0.80% | 99.60 % | 100.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 497'431 EUR | 501'431 EUR | 99.23% | 99.23% |