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% | 97.50 % | 98.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 488'906 EUR | 492'906 EUR | 97.95% | 97.95% |
19.11.2024 | 1.02% | 97.70 % | 98.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 487'737 EUR | 492'737 EUR | 100.00% | 100.00% |
18.11.2024 | 1.01% | 98.60 % | 99.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 491'751 EUR | 496'751 EUR | 100.00% | 100.00% |
15.11.2024 | 0.81% | 98.40 % | 99.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 492'477 EUR | 496'477 EUR | 100.00% | 100.00% |
14.11.2024 | 0.81% | 98.40 % | 99.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 489'800 EUR | 493'800 EUR | 99.23% | 99.23% |
13.11.2024 | 1.03% | 96.60 % | 97.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 484'292 EUR | 489'292 EUR | 100.00% | 100.00% |
12.11.2024 | 1.02% | 97.10 % | 98.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 489'358 EUR | 494'358 EUR | 100.00% | 100.00% |
11.11.2024 | 0.81% | 98.50 % | 99.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 492'659 EUR | 496'659 EUR | 100.00% | 100.00% |
08.11.2024 | 0.81% | 98.10 % | 98.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 490'657 EUR | 494'657 EUR | 100.00% | 100.00% |
07.11.2024 | 1.02% | 98.20 % | 99.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 489'125 EUR | 494'125 EUR | 99.23% | 99.23% |