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 | 1.01% | 97.90 % | 98.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 490'500 EUR | 495'500 EUR | 97.95% | 97.95% |
19.11.2024 | 0.82% | 97.50 % | 98.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 487'014 EUR | 491'014 EUR | 100.00% | 100.00% |
18.11.2024 | 0.81% | 98.30 % | 99.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 490'930 EUR | 494'930 EUR | 100.00% | 100.00% |
15.11.2024 | 1.02% | 97.80 % | 98.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 489'187 EUR | 494'187 EUR | 100.00% | 100.00% |
14.11.2024 | 1.02% | 97.90 % | 98.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 488'407 EUR | 493'407 EUR | 100.00% | 100.00% |
13.11.2024 | 0.82% | 98.00 % | 98.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 488'132 EUR | 492'132 EUR | 100.00% | 100.00% |
12.11.2024 | 0.82% | 96.50 % | 97.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 484'753 EUR | 488'753 EUR | 100.00% | 100.00% |
11.11.2024 | 1.00% | 98.80 % | 99.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 495'144 EUR | 500'144 EUR | 100.00% | 100.00% |
08.11.2024 | 1.01% | 98.20 % | 99.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 490'746 EUR | 495'746 EUR | 100.00% | 100.00% |
07.11.2024 | 0.81% | 98.60 % | 99.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 492'879 EUR | 496'879 EUR | 99.23% | 99.23% |