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 | 0.81% | 98.20 % | 99.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 492'020 EUR | 496'020 EUR | 97.94% | 97.94% |
19.11.2024 | 0.81% | 98.40 % | 99.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 492'395 EUR | 496'395 EUR | 100.00% | 100.00% |
18.11.2024 | 0.81% | 99.10 % | 99.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 494'369 EUR | 498'369 EUR | 100.00% | 100.00% |
15.11.2024 | 0.81% | 98.90 % | 99.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 493'767 EUR | 497'767 EUR | 98.43% | 98.43% |
14.11.2024 | 0.81% | 98.40 % | 99.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 491'250 EUR | 495'250 EUR | 99.72% | 99.72% |
13.11.2024 | 0.82% | 97.00 % | 97.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 484'770 EUR | 488'770 EUR | 100.00% | 100.00% |
12.11.2024 | 1.02% | 96.60 % | 97.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 485'886 EUR | 490'886 EUR | 100.00% | 100.00% |
11.11.2024 | 1.02% | 97.50 % | 98.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 488'724 EUR | 493'724 EUR | 99.92% | 99.92% |
08.11.2024 | 0.81% | 97.40 % | 98.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 489'598 EUR | 493'598 EUR | 100.00% | 100.00% |
07.11.2024 | 0.81% | 98.40 % | 99.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 492'249 EUR | 496'249 EUR | 98.70% | 98.70% |