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% | 99.90 % | 100.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'548 EUR | 504'548 EUR | 97.95% | 97.95% |
19.11.2024 | 0.80% | 99.60 % | 100.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 497'598 EUR | 501'598 EUR | 100.00% | 100.00% |
18.11.2024 | 0.80% | 99.40 % | 100.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 496'375 EUR | 500'375 EUR | 100.00% | 100.00% |
15.11.2024 | 0.80% | 99.80 % | 100.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'369 EUR | 503'369 EUR | 98.43% | 98.43% |
14.11.2024 | 0.80% | 100.30 % | 101.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'682 EUR | 504'682 EUR | 99.72% | 99.72% |
13.11.2024 | 0.80% | 99.80 % | 100.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'049 EUR | 503'049 EUR | 100.00% | 100.00% |
12.11.2024 | 0.79% | 99.90 % | 100.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'517 EUR | 506'517 EUR | 100.00% | 100.00% |
11.11.2024 | 0.99% | 100.30 % | 101.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'060 EUR | 507'060 EUR | 100.00% | 100.00% |
08.11.2024 | 1.00% | 99.40 % | 100.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 497'867 EUR | 502'867 EUR | 100.00% | 100.00% |
07.11.2024 | 0.80% | 99.50 % | 100.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 497'376 EUR | 501'376 EUR | 99.23% | 99.23% |