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 | 0.80% | 98.80 % | 99.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 495'256 EUR | 499'256 EUR | 97.95% | 97.95% |
19.11.2024 | 0.81% | 98.90 % | 99.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 494'297 EUR | 498'297 EUR | 100.00% | 100.00% |
18.11.2024 | 0.80% | 99.50 % | 100.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 496'457 EUR | 500'457 EUR | 100.00% | 100.00% |
15.11.2024 | 0.80% | 99.50 % | 100.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 497'800 EUR | 501'800 EUR | 98.43% | 98.43% |
14.11.2024 | 0.80% | 99.40 % | 100.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 495'425 EUR | 499'425 EUR | 99.72% | 99.72% |
13.11.2024 | 0.81% | 97.90 % | 98.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 489'724 EUR | 493'724 EUR | 100.00% | 100.00% |
12.11.2024 | 0.81% | 97.60 % | 98.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 491'812 EUR | 495'812 EUR | 100.00% | 100.00% |
11.11.2024 | 1.01% | 98.60 % | 99.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 493'706 EUR | 498'706 EUR | 100.00% | 100.00% |
08.11.2024 | 1.01% | 98.20 % | 99.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 492'663 EUR | 497'663 EUR | 100.00% | 100.00% |
07.11.2024 | 0.81% | 99.00 % | 99.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 494'828 EUR | 498'828 EUR | 99.23% | 99.23% |