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% | 100.00 % | 100.80 % | 500'000 | 100'000 | 500'000 | 100'000 | 500'000 EUR | 100'800 EUR | 97.95% | 97.95% |
19.11.2024 | 1.00% | 99.90 % | 100.90 % | 500'000 | 100'000 | 500'000 | 100'000 | 499'500 EUR | 100'900 EUR | 100.00% | 100.00% |
18.11.2024 | 1.00% | 99.90 % | 100.90 % | 500'000 | 100'000 | 500'000 | 100'000 | 499'500 EUR | 100'900 EUR | 100.00% | 100.00% |
15.11.2024 | 0.80% | 100.10 % | 100.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'500 EUR | 504'500 EUR | 97.21% | 97.21% |
14.11.2024 | 0.80% | 100.10 % | 100.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'500 EUR | 504'500 EUR | 100.00% | 100.00% |
13.11.2024 | 1.00% | 100.00 % | 101.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'000 EUR | 505'000 EUR | 100.00% | 100.00% |
12.11.2024 | 1.00% | 100.00 % | 101.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'000 EUR | 505'000 EUR | 100.00% | 100.00% |
11.11.2024 | 0.80% | 100.20 % | 101.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 501'000 EUR | 505'000 EUR | 100.00% | 100.00% |
08.11.2024 | 0.80% | 100.20 % | 101.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 501'000 EUR | 505'000 EUR | 100.00% | 100.00% |
07.11.2024 | 0.99% | 100.20 % | 101.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 501'000 EUR | 506'000 EUR | 99.23% | 99.23% |