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 | 1.03% | 96.20 % | 97.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 484'638 EUR | 489'638 EUR | 97.95% | 97.95% |
19.11.2024 | 1.03% | 97.00 % | 98.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 480'912 EUR | 485'912 EUR | 100.00% | 100.00% |
18.11.2024 | 0.82% | 97.00 % | 97.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 486'142 EUR | 490'142 EUR | 100.00% | 100.00% |
15.11.2024 | 0.82% | 97.70 % | 98.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 488'105 EUR | 492'105 EUR | 100.00% | 100.00% |
14.11.2024 | 1.03% | 96.70 % | 97.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 481'806 EUR | 486'806 EUR | 99.23% | 99.23% |
13.11.2024 | 1.03% | 95.90 % | 96.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 482'659 EUR | 487'659 EUR | 100.00% | 100.00% |
12.11.2024 | 0.82% | 96.50 % | 97.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 484'585 EUR | 488'585 EUR | 100.00% | 100.00% |
11.11.2024 | 0.82% | 97.40 % | 98.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 485'256 EUR | 489'256 EUR | 100.00% | 100.00% |
08.11.2024 | 1.03% | 96.40 % | 97.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 483'117 EUR | 488'117 EUR | 100.00% | 100.00% |
07.11.2024 | 1.04% | 96.20 % | 97.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 480'228 EUR | 485'228 EUR | 99.23% | 99.23% |