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% | 99.50 % | 100.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'279 EUR | 503'279 EUR | 98.58% | 98.58% |
19.11.2024 | 0.80% | 99.40 % | 100.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 495'118 EUR | 499'118 EUR | 100.00% | 100.00% |
18.11.2024 | 0.80% | 99.80 % | 100.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 498'834 EUR | 502'834 EUR | 100.00% | 100.00% |
15.11.2024 | 0.80% | 100.00 % | 100.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'011 EUR | 504'011 EUR | 100.00% | 100.00% |
14.11.2024 | 0.80% | 99.60 % | 100.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 497'129 EUR | 501'129 EUR | 100.00% | 100.00% |
13.11.2024 | 0.80% | 98.70 % | 99.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 495'118 EUR | 499'118 EUR | 100.00% | 100.00% |
12.11.2024 | 0.80% | 98.90 % | 99.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 497'821 EUR | 501'821 EUR | 100.00% | 100.00% |
11.11.2024 | 0.99% | 100.10 % | 101.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'366 EUR | 505'366 EUR | 100.00% | 100.00% |
08.11.2024 | 1.00% | 99.80 % | 100.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'487 EUR | 504'487 EUR | 100.00% | 100.00% |
07.11.2024 | 0.80% | 99.80 % | 100.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 498'106 EUR | 502'106 EUR | 99.23% | 99.23% |