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% | 97.90 % | 98.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 490'773 EUR | 494'773 EUR | 98.59% | 98.59% |
19.11.2024 | 0.81% | 97.80 % | 98.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 489'544 EUR | 493'544 EUR | 100.00% | 100.00% |
18.11.2024 | 0.81% | 98.60 % | 99.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 492'360 EUR | 496'360 EUR | 100.00% | 100.00% |
15.11.2024 | 0.81% | 98.40 % | 99.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 492'510 EUR | 496'510 EUR | 100.00% | 100.00% |
14.11.2024 | 0.81% | 98.50 % | 99.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 491'389 EUR | 495'389 EUR | 100.00% | 100.00% |
13.11.2024 | 0.81% | 98.30 % | 99.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 491'358 EUR | 495'358 EUR | 100.00% | 100.00% |
12.11.2024 | 0.81% | 97.80 % | 98.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 492'110 EUR | 496'110 EUR | 100.00% | 100.00% |
11.11.2024 | 0.80% | 99.10 % | 99.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 496'003 EUR | 500'003 EUR | 100.00% | 100.00% |
08.11.2024 | 0.81% | 98.60 % | 99.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 493'648 EUR | 497'648 EUR | 100.00% | 100.00% |
07.11.2024 | 0.80% | 99.30 % | 100.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 496'103 EUR | 500'103 EUR | 100.00% | 100.00% |