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% | 98.10 % | 98.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 491'268 EUR | 495'268 EUR | 97.95% | 97.95% |
19.11.2024 | 0.81% | 98.20 % | 99.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 489'865 EUR | 493'865 EUR | 100.00% | 100.00% |
18.11.2024 | 1.00% | 99.10 % | 100.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 496'154 EUR | 501'154 EUR | 100.00% | 100.00% |
15.11.2024 | 1.00% | 99.40 % | 100.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 497'395 EUR | 502'395 EUR | 100.00% | 100.00% |
14.11.2024 | 0.80% | 99.80 % | 100.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 497'164 EUR | 501'164 EUR | 100.00% | 100.00% |
13.11.2024 | 0.81% | 98.50 % | 99.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 494'165 EUR | 498'165 EUR | 100.00% | 100.00% |
12.11.2024 | 1.00% | 99.90 % | 100.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'487 EUR | 504'487 EUR | 100.00% | 100.00% |
11.11.2024 | 1.01% | 98.90 % | 99.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 494'178 EUR | 499'178 EUR | 100.00% | 100.00% |
08.11.2024 | 0.82% | 97.40 % | 98.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 487'697 EUR | 491'697 EUR | 100.00% | 100.00% |
07.11.2024 | 0.81% | 97.60 % | 98.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 489'018 EUR | 493'018 EUR | 99.23% | 99.23% |