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% | 98.60 % | 99.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 494'444 EUR | 498'444 EUR | 98.59% | 98.59% |
19.11.2024 | 1.01% | 98.80 % | 99.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 494'175 EUR | 499'175 EUR | 100.00% | 100.00% |
18.11.2024 | 1.00% | 99.10 % | 100.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 495'844 EUR | 500'844 EUR | 100.00% | 100.00% |
15.11.2024 | 0.80% | 99.50 % | 100.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 498'103 EUR | 502'103 EUR | 100.00% | 100.00% |
14.11.2024 | 0.80% | 100.00 % | 100.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'920 EUR | 503'920 EUR | 99.23% | 99.23% |
13.11.2024 | 1.01% | 99.00 % | 100.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 494'858 EUR | 499'858 EUR | 100.00% | 100.00% |
12.11.2024 | 1.00% | 98.70 % | 99.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 496'212 EUR | 501'212 EUR | 100.00% | 100.00% |
11.11.2024 | 0.80% | 99.90 % | 100.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'136 EUR | 504'136 EUR | 100.00% | 100.00% |
08.11.2024 | 0.80% | 99.40 % | 100.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 497'927 EUR | 501'927 EUR | 100.00% | 100.00% |
07.11.2024 | 1.00% | 99.40 % | 100.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 496'317 EUR | 501'317 EUR | 99.24% | 99.24% |