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% | 99.20 % | 100.01 % | 500'000 | 500'000 | 500'000 | 500'000 | 497'375 EUR | 501'424 EUR | 97.94% | 97.94% |
19.11.2024 | 0.81% | 99.50 % | 100.31 % | 500'000 | 500'000 | 500'000 | 500'000 | 497'424 EUR | 501'474 EUR | 100.00% | 100.00% |
18.11.2024 | 0.81% | 99.80 % | 100.61 % | 500'000 | 500'000 | 500'000 | 500'000 | 498'359 EUR | 502'409 EUR | 100.00% | 100.00% |
15.11.2024 | 0.81% | 99.90 % | 100.71 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'386 EUR | 503'434 EUR | 100.00% | 100.00% |
14.11.2024 | 0.81% | 99.80 % | 100.61 % | 500'000 | 500'000 | 500'000 | 500'000 | 497'501 EUR | 501'551 EUR | 100.00% | 100.00% |
13.11.2024 | 0.82% | 98.60 % | 99.41 % | 500'000 | 500'000 | 500'000 | 500'000 | 493'194 EUR | 497'244 EUR | 100.00% | 100.00% |
12.11.2024 | 0.82% | 98.40 % | 99.21 % | 500'000 | 500'000 | 500'000 | 500'000 | 494'465 EUR | 498'515 EUR | 100.00% | 100.00% |
11.11.2024 | 1.00% | 99.20 % | 100.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 496'586 EUR | 501'586 EUR | 99.92% | 99.92% |
08.11.2024 | 1.01% | 98.70 % | 99.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 494'611 EUR | 499'611 EUR | 100.00% | 100.00% |
07.11.2024 | 0.81% | 99.40 % | 100.21 % | 500'000 | 500'000 | 500'000 | 500'000 | 497'163 EUR | 501'213 EUR | 99.23% | 99.23% |