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 | 1.79% | 99.60 % | 101.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 497'913 EUR | 506'913 EUR | 97.64% | 97.64% |
19.11.2024 | 1.80% | 99.30 % | 101.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 496'381 EUR | 505'381 EUR | 100.00% | 100.00% |
18.11.2024 | 1.80% | 99.30 % | 101.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 496'808 EUR | 505'808 EUR | 100.00% | 100.00% |
15.11.2024 | 1.80% | 99.30 % | 101.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 496'674 EUR | 505'674 EUR | 100.00% | 100.00% |
14.11.2024 | 1.79% | 99.50 % | 101.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 497'627 EUR | 506'627 EUR | 100.00% | 100.00% |
13.11.2024 | 1.79% | 99.30 % | 101.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 497'029 EUR | 506'029 EUR | 100.00% | 100.00% |
12.11.2024 | 1.80% | 99.20 % | 101.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 495'938 EUR | 504'938 EUR | 100.00% | 100.00% |
11.11.2024 | 2.00% | 98.90 % | 100.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 494'064 EUR | 504'064 EUR | 100.00% | 100.00% |
08.11.2024 | 1.78% | 100.00 % | 101.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'840 EUR | 508'840 EUR | 100.00% | 100.00% |
07.11.2024 | 1.79% | 99.90 % | 101.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'616 EUR | 508'616 EUR | 99.76% | 99.76% |