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% | 98.80 % | 99.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 495'178 EUR | 499'178 EUR | 97.94% | 97.94% |
19.11.2024 | 0.80% | 99.80 % | 100.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'770 EUR | 503'770 EUR | 100.00% | 100.00% |
18.11.2024 | 0.99% | 100.30 % | 101.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 501'126 EUR | 506'126 EUR | 100.00% | 100.00% |
15.11.2024 | 0.99% | 100.80 % | 101.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 504'681 EUR | 509'681 EUR | 100.00% | 100.00% |
14.11.2024 | 0.79% | 101.40 % | 102.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 506'643 EUR | 510'643 EUR | 100.00% | 100.00% |
13.11.2024 | 0.79% | 101.00 % | 101.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 506'028 EUR | 510'028 EUR | 100.00% | 100.00% |
12.11.2024 | 1.00% | 99.30 % | 100.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 498'580 EUR | 503'580 EUR | 100.00% | 100.00% |
11.11.2024 | 1.00% | 99.60 % | 100.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 498'415 EUR | 503'415 EUR | 100.00% | 100.00% |
08.11.2024 | 0.80% | 99.40 % | 100.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 497'532 EUR | 501'532 EUR | 100.00% | 100.00% |
07.11.2024 | 0.79% | 100.30 % | 101.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 501'288 EUR | 505'288 EUR | 99.23% | 99.23% |