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 | 0.78% | 101.60 % | 102.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 508'573 EUR | 512'573 EUR | 97.65% | 97.65% |
19.11.2024 | 0.79% | 101.10 % | 101.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 505'359 EUR | 509'359 EUR | 99.81% | 99.81% |
18.11.2024 | 0.99% | 100.90 % | 101.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 504'426 EUR | 509'426 EUR | 100.00% | 100.00% |
15.11.2024 | 0.99% | 100.30 % | 101.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 501'734 EUR | 506'734 EUR | 100.00% | 100.00% |
14.11.2024 | 0.79% | 101.10 % | 101.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 504'499 EUR | 508'499 EUR | 100.00% | 100.00% |
13.11.2024 | 0.79% | 100.90 % | 101.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 506'092 EUR | 510'092 EUR | 100.00% | 100.00% |
12.11.2024 | 0.98% | 101.40 % | 102.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 508'362 EUR | 513'362 EUR | 100.00% | 100.00% |
11.11.2024 | 0.98% | 101.40 % | 102.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 506'079 EUR | 511'079 EUR | 100.00% | 100.00% |
08.11.2024 | 0.80% | 99.90 % | 100.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'239 EUR | 504'239 EUR | 100.00% | 100.00% |
07.11.2024 | 0.80% | 100.00 % | 100.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'592 EUR | 504'592 EUR | 99.24% | 99.24% |