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% | 98.60 % | 99.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 493'631 EUR | 497'631 EUR | 98.58% | 98.58% |
19.11.2024 | 1.01% | 98.40 % | 99.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 491'158 EUR | 496'158 EUR | 100.00% | 100.00% |
18.11.2024 | 1.00% | 99.30 % | 100.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 497'041 EUR | 502'041 EUR | 100.00% | 100.00% |
15.11.2024 | 0.80% | 99.60 % | 100.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 498'529 EUR | 502'529 EUR | 100.00% | 100.00% |
14.11.2024 | 0.80% | 100.00 % | 100.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 498'968 EUR | 502'968 EUR | 99.23% | 99.23% |
13.11.2024 | 1.01% | 98.50 % | 99.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 493'676 EUR | 498'676 EUR | 100.00% | 100.00% |
12.11.2024 | 1.00% | 99.60 % | 100.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 498'651 EUR | 503'651 EUR | 100.00% | 100.00% |
11.11.2024 | 0.80% | 99.40 % | 100.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 496'244 EUR | 500'244 EUR | 100.00% | 100.00% |
08.11.2024 | 0.81% | 98.00 % | 98.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 490'397 EUR | 494'397 EUR | 100.00% | 100.00% |
07.11.2024 | 1.01% | 98.10 % | 99.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 490'666 EUR | 495'666 EUR | 99.23% | 99.23% |