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% | 99.00 % | 99.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 495'910 EUR | 499'910 EUR | 98.58% | 98.58% |
19.11.2024 | 0.80% | 99.40 % | 100.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 497'475 EUR | 501'475 EUR | 100.00% | 100.00% |
18.11.2024 | 1.00% | 99.40 % | 100.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 496'771 EUR | 501'771 EUR | 100.00% | 100.00% |
15.11.2024 | 1.00% | 99.40 % | 100.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 496'962 EUR | 501'962 EUR | 100.00% | 100.00% |
14.11.2024 | 0.80% | 99.10 % | 99.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 495'512 EUR | 499'512 EUR | 100.00% | 100.00% |
13.11.2024 | 0.80% | 99.50 % | 100.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 498'298 EUR | 502'298 EUR | 99.32% | 99.32% |
12.11.2024 | 1.01% | 98.00 % | 99.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 492'014 EUR | 497'014 EUR | 100.00% | 100.00% |
11.11.2024 | 1.01% | 98.60 % | 99.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 493'248 EUR | 498'248 EUR | 100.00% | 100.00% |
08.11.2024 | 0.81% | 97.90 % | 98.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 489'795 EUR | 493'795 EUR | 100.00% | 100.00% |
07.11.2024 | 0.81% | 98.20 % | 99.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 490'488 EUR | 494'488 EUR | 99.24% | 99.24% |