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 | 0.83% | 96.80 % | 97.61 % | 500'000 | 500'000 | 500'000 | 500'000 | 485'780 EUR | 489'830 EUR | 97.95% | 97.95% |
19.11.2024 | 1.03% | 96.60 % | 97.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 482'208 EUR | 487'208 EUR | 99.84% | 99.84% |
18.11.2024 | 1.02% | 97.40 % | 98.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 486'494 EUR | 491'494 EUR | 100.00% | 100.00% |
15.11.2024 | 0.83% | 97.60 % | 98.41 % | 500'000 | 500'000 | 500'000 | 500'000 | 488'061 EUR | 492'110 EUR | 100.00% | 100.00% |
14.11.2024 | 0.83% | 97.40 % | 98.21 % | 500'000 | 500'000 | 500'000 | 500'000 | 484'412 EUR | 488'462 EUR | 100.00% | 100.00% |
13.11.2024 | 1.03% | 95.70 % | 96.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 481'613 EUR | 486'613 EUR | 100.00% | 100.00% |
12.11.2024 | 0.83% | 96.60 % | 97.41 % | 500'000 | 500'000 | 500'000 | 500'000 | 485'913 EUR | 489'963 EUR | 100.00% | 100.00% |
11.11.2024 | 0.83% | 97.80 % | 98.61 % | 500'000 | 500'000 | 500'000 | 500'000 | 487'762 EUR | 491'812 EUR | 100.00% | 100.00% |
08.11.2024 | 1.03% | 96.40 % | 97.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 483'873 EUR | 488'873 EUR | 100.00% | 100.00% |
07.11.2024 | 1.01% | 98.10 % | 99.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 491'496 EUR | 496'496 EUR | 99.23% | 99.23% |