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 | 0.79% | 100.70 % | 101.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'777 EUR | 507'777 EUR | 98.59% | 98.59% |
19.11.2024 | 0.80% | 100.40 % | 101.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'879 EUR | 504'879 EUR | 100.00% | 100.00% |
18.11.2024 | 0.79% | 100.20 % | 101.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 501'220 EUR | 505'220 EUR | 100.00% | 100.00% |
15.11.2024 | 0.79% | 100.50 % | 101.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'836 EUR | 507'836 EUR | 100.00% | 100.00% |
14.11.2024 | 0.79% | 100.80 % | 101.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'164 EUR | 507'164 EUR | 100.00% | 100.00% |
13.11.2024 | 0.99% | 100.00 % | 101.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'530 EUR | 505'530 EUR | 99.32% | 99.32% |
12.11.2024 | 0.99% | 100.10 % | 101.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 501'636 EUR | 506'636 EUR | 100.00% | 100.00% |
11.11.2024 | 0.79% | 101.00 % | 101.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 505'066 EUR | 509'066 EUR | 100.00% | 100.00% |
08.11.2024 | 0.79% | 100.60 % | 101.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'446 EUR | 506'446 EUR | 100.00% | 100.00% |
07.11.2024 | 1.00% | 99.70 % | 100.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 498'374 EUR | 503'374 EUR | 99.23% | 99.23% |