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 | 0.98% | 100.90 % | 101.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 505'457 EUR | 510'457 EUR | 97.95% | 97.95% |
19.11.2024 | 0.98% | 101.00 % | 102.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 505'340 EUR | 510'340 EUR | 100.00% | 100.00% |
18.11.2024 | 0.79% | 101.30 % | 102.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 505'764 EUR | 509'764 EUR | 100.00% | 100.00% |
15.11.2024 | 0.79% | 101.10 % | 101.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 505'535 EUR | 509'535 EUR | 97.21% | 97.21% |
14.11.2024 | 0.99% | 100.80 % | 101.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'243 EUR | 508'243 EUR | 100.00% | 100.00% |
13.11.2024 | 0.99% | 100.70 % | 101.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'536 EUR | 508'536 EUR | 100.00% | 100.00% |
12.11.2024 | 0.79% | 100.50 % | 101.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'625 EUR | 507'625 EUR | 100.00% | 100.00% |
11.11.2024 | 0.79% | 101.30 % | 102.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 506'690 EUR | 510'690 EUR | 100.00% | 100.00% |
08.11.2024 | 0.99% | 100.50 % | 101.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'710 EUR | 507'710 EUR | 100.00% | 100.00% |
07.11.2024 | 0.99% | 100.80 % | 101.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'727 EUR | 508'727 EUR | 99.23% | 99.23% |