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 | 1.00% | 99.80 % | 100.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'607 EUR | 504'607 EUR | 97.95% | 97.95% |
19.11.2024 | 0.99% | 100.20 % | 101.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'572 EUR | 505'572 EUR | 100.00% | 100.00% |
18.11.2024 | 0.79% | 101.20 % | 102.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 506'093 EUR | 510'093 EUR | 100.00% | 100.00% |
15.11.2024 | 0.79% | 100.80 % | 101.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'727 EUR | 507'727 EUR | 100.00% | 100.00% |
14.11.2024 | 0.99% | 100.00 % | 101.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'220 EUR | 505'220 EUR | 100.00% | 100.00% |
13.11.2024 | 1.00% | 99.40 % | 100.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 497'062 EUR | 502'062 EUR | 100.00% | 100.00% |
12.11.2024 | 0.81% | 98.60 % | 99.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 493'508 EUR | 497'508 EUR | 100.00% | 100.00% |
11.11.2024 | 0.81% | 98.60 % | 99.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 493'404 EUR | 497'404 EUR | 100.00% | 100.00% |
08.11.2024 | 1.02% | 98.00 % | 99.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 489'938 EUR | 494'938 EUR | 100.00% | 100.00% |
07.11.2024 | 1.02% | 97.70 % | 98.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 488'090 EUR | 493'090 EUR | 99.23% | 99.23% |