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 | 1.02% | 96.80 % | 97.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 485'427 EUR | 490'427 EUR | 97.94% | 97.94% |
19.11.2024 | 1.02% | 97.40 % | 98.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 486'728 EUR | 491'728 EUR | 100.00% | 100.00% |
18.11.2024 | 0.82% | 97.30 % | 98.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 485'660 EUR | 489'660 EUR | 100.00% | 100.00% |
15.11.2024 | 0.82% | 97.00 % | 97.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 486'731 EUR | 490'731 EUR | 100.00% | 100.00% |
14.11.2024 | 1.02% | 98.10 % | 99.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 490'056 EUR | 495'056 EUR | 100.00% | 100.00% |
13.11.2024 | 1.02% | 97.20 % | 98.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 487'231 EUR | 492'231 EUR | 100.00% | 100.00% |
12.11.2024 | 0.81% | 97.80 % | 98.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 489'443 EUR | 493'443 EUR | 100.00% | 100.00% |
11.11.2024 | 0.80% | 99.40 % | 100.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 496'993 EUR | 500'993 EUR | 100.00% | 100.00% |
08.11.2024 | 1.00% | 99.50 % | 100.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 497'660 EUR | 502'660 EUR | 100.00% | 100.00% |
07.11.2024 | 0.99% | 100.20 % | 101.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 501'280 EUR | 506'280 EUR | 99.23% | 99.23% |