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 | 500'000 | 500'000 | 500'000 | 499'508 EUR | 503'508 EUR | 97.94% | 97.94% |
19.11.2024 | 0.80% | 99.90 % | 100.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'521 EUR | 503'521 EUR | 100.00% | 100.00% |
18.11.2024 | 0.80% | 100.10 % | 100.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'073 EUR | 504'073 EUR | 100.00% | 100.00% |
15.11.2024 | 0.80% | 100.00 % | 100.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'963 EUR | 503'963 EUR | 97.21% | 97.21% |
14.11.2024 | 0.80% | 99.90 % | 100.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 498'929 EUR | 502'929 EUR | 100.00% | 100.00% |
13.11.2024 | 0.80% | 99.40 % | 100.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 497'635 EUR | 501'635 EUR | 100.00% | 100.00% |
12.11.2024 | 0.80% | 99.60 % | 100.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 498'794 EUR | 502'794 EUR | 100.00% | 100.00% |
11.11.2024 | 1.00% | 99.70 % | 100.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 498'440 EUR | 503'440 EUR | 100.00% | 100.00% |
08.11.2024 | 1.00% | 99.60 % | 100.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 498'136 EUR | 503'136 EUR | 100.00% | 100.00% |
07.11.2024 | 0.80% | 99.80 % | 100.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 498'754 EUR | 502'754 EUR | 99.23% | 99.23% |