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 | 0.83% | 95.30 % | 96.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 480'482 EUR | 484'482 EUR | 97.94% | 97.94% |
19.11.2024 | 1.04% | 95.70 % | 96.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 478'243 EUR | 483'243 EUR | 99.93% | 99.93% |
18.11.2024 | 1.03% | 96.50 % | 97.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 482'198 EUR | 487'198 EUR | 100.00% | 100.00% |
15.11.2024 | 0.83% | 96.50 % | 97.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 482'322 EUR | 486'322 EUR | 97.21% | 97.21% |
14.11.2024 | 0.83% | 96.30 % | 97.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 479'063 EUR | 483'063 EUR | 100.00% | 100.00% |
13.11.2024 | 1.05% | 94.50 % | 95.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 473'238 EUR | 478'238 EUR | 100.00% | 100.00% |
12.11.2024 | 1.03% | 95.50 % | 96.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 480'664 EUR | 485'664 EUR | 100.00% | 100.00% |
11.11.2024 | 0.83% | 96.70 % | 97.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 481'914 EUR | 485'914 EUR | 100.00% | 100.00% |
08.11.2024 | 0.83% | 95.70 % | 96.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 480'044 EUR | 484'044 EUR | 100.00% | 100.00% |
07.11.2024 | 1.03% | 97.20 % | 98.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 485'010 EUR | 490'010 EUR | 99.23% | 99.23% |