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 | 0.82% | 97.20 % | 98.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 487'273 EUR | 491'273 EUR | 97.95% | 97.95% |
19.11.2024 | 1.02% | 97.30 % | 98.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 486'072 EUR | 491'072 EUR | 100.00% | 100.00% |
18.11.2024 | 1.02% | 97.90 % | 98.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 488'240 EUR | 493'240 EUR | 100.00% | 100.00% |
15.11.2024 | 0.81% | 97.80 % | 98.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 489'257 EUR | 493'257 EUR | 100.00% | 100.00% |
14.11.2024 | 0.82% | 97.70 % | 98.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 486'740 EUR | 490'740 EUR | 100.00% | 100.00% |
13.11.2024 | 1.01% | 98.50 % | 99.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 493'470 EUR | 498'470 EUR | 100.00% | 100.00% |
12.11.2024 | 1.00% | 99.10 % | 100.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 497'666 EUR | 502'666 EUR | 100.00% | 100.00% |
11.11.2024 | 0.80% | 99.90 % | 100.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'637 EUR | 503'637 EUR | 100.00% | 100.00% |
08.11.2024 | 0.80% | 99.80 % | 100.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 498'816 EUR | 502'816 EUR | 100.00% | 100.00% |
07.11.2024 | 1.00% | 99.60 % | 100.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 497'187 EUR | 502'187 EUR | 99.23% | 99.23% |