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 | 0.82% | 97.30 % | 98.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 488'777 EUR | 492'777 EUR | 98.58% | 98.58% |
19.11.2024 | 1.02% | 97.20 % | 98.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 485'635 EUR | 490'635 EUR | 100.00% | 100.00% |
18.11.2024 | 1.01% | 98.30 % | 99.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 491'445 EUR | 496'445 EUR | 100.00% | 100.00% |
15.11.2024 | 0.81% | 98.70 % | 99.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 494'213 EUR | 498'213 EUR | 100.00% | 100.00% |
14.11.2024 | 0.81% | 98.80 % | 99.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 494'411 EUR | 498'411 EUR | 100.00% | 100.00% |
13.11.2024 | 1.01% | 98.60 % | 99.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 493'139 EUR | 498'139 EUR | 100.00% | 100.00% |
12.11.2024 | 1.00% | 98.70 % | 99.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 496'720 EUR | 501'720 EUR | 100.00% | 100.00% |
11.11.2024 | 0.79% | 100.40 % | 101.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 501'891 EUR | 505'891 EUR | 100.00% | 100.00% |
08.11.2024 | 0.80% | 99.80 % | 100.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 498'339 EUR | 502'339 EUR | 100.00% | 100.00% |
07.11.2024 | 0.99% | 100.10 % | 101.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'101 EUR | 505'101 EUR | 99.23% | 99.23% |