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 | 0.99% | 99.80 % | 100.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'635 EUR | 505'635 EUR | 97.95% | 97.95% |
19.11.2024 | 0.99% | 100.30 % | 101.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'691 EUR | 505'691 EUR | 100.00% | 100.00% |
18.11.2024 | 0.79% | 101.50 % | 102.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 507'011 EUR | 511'011 EUR | 100.00% | 100.00% |
15.11.2024 | 0.79% | 101.30 % | 102.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 506'780 EUR | 510'780 EUR | 100.00% | 100.00% |
14.11.2024 | 1.00% | 100.10 % | 101.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'768 EUR | 504'768 EUR | 100.00% | 100.00% |
13.11.2024 | 1.00% | 99.00 % | 100.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 496'849 EUR | 501'849 EUR | 100.00% | 100.00% |
12.11.2024 | 0.80% | 99.20 % | 100.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 498'301 EUR | 502'301 EUR | 100.00% | 100.00% |
11.11.2024 | 0.80% | 99.50 % | 100.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 497'188 EUR | 501'188 EUR | 100.00% | 100.00% |
08.11.2024 | 1.01% | 98.50 % | 99.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 492'940 EUR | 497'940 EUR | 100.00% | 100.00% |
07.11.2024 | 1.01% | 98.50 % | 99.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 491'949 EUR | 496'949 EUR | 99.23% | 99.23% |