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% | 99.50 % | 100.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 498'301 EUR | 502'301 EUR | 98.59% | 98.59% |
19.11.2024 | 0.80% | 99.40 % | 100.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 496'416 EUR | 500'416 EUR | 100.00% | 100.00% |
18.11.2024 | 0.80% | 100.20 % | 101.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'386 EUR | 504'386 EUR | 100.00% | 100.00% |
15.11.2024 | 0.79% | 100.60 % | 101.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'439 EUR | 507'439 EUR | 100.00% | 100.00% |
14.11.2024 | 0.79% | 101.10 % | 101.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 504'726 EUR | 508'726 EUR | 100.00% | 100.00% |
13.11.2024 | 0.79% | 101.40 % | 102.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 506'733 EUR | 510'733 EUR | 100.00% | 100.00% |
12.11.2024 | 0.79% | 100.00 % | 100.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 501'985 EUR | 505'985 EUR | 100.00% | 100.00% |
11.11.2024 | 0.78% | 101.90 % | 102.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 509'756 EUR | 513'756 EUR | 100.00% | 100.00% |
08.11.2024 | 0.79% | 101.30 % | 102.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 506'107 EUR | 510'107 EUR | 100.00% | 100.00% |
07.11.2024 | 0.78% | 101.90 % | 102.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 508'827 EUR | 512'827 EUR | 100.00% | 100.00% |