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 | 0.81% | 98.10 % | 98.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 491'005 EUR | 495'005 EUR | 97.95% | 97.95% |
19.11.2024 | 1.02% | 98.00 % | 99.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 489'433 EUR | 494'433 EUR | 100.00% | 100.00% |
18.11.2024 | 1.01% | 98.30 % | 99.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 490'858 EUR | 495'858 EUR | 100.00% | 100.00% |
15.11.2024 | 0.81% | 98.30 % | 99.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 491'664 EUR | 495'664 EUR | 100.00% | 100.00% |
14.11.2024 | 0.81% | 98.30 % | 99.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 490'174 EUR | 494'174 EUR | 100.00% | 100.00% |
13.11.2024 | 1.00% | 99.40 % | 100.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 497'869 EUR | 502'869 EUR | 100.00% | 100.00% |
12.11.2024 | 0.99% | 99.80 % | 100.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'271 EUR | 505'271 EUR | 100.00% | 100.00% |
11.11.2024 | 0.79% | 100.30 % | 101.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 501'915 EUR | 505'915 EUR | 100.00% | 100.00% |
08.11.2024 | 0.79% | 100.30 % | 101.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 501'352 EUR | 505'352 EUR | 100.00% | 100.00% |
07.11.2024 | 0.99% | 100.30 % | 101.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'999 EUR | 505'999 EUR | 99.23% | 99.23% |