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% | 99.00 % | 99.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 495'519 EUR | 499'519 EUR | 97.95% | 97.95% |
19.11.2024 | 0.80% | 99.20 % | 100.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 496'950 EUR | 500'950 EUR | 100.00% | 100.00% |
18.11.2024 | 0.80% | 99.60 % | 100.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 496'051 EUR | 500'051 EUR | 100.00% | 100.00% |
15.11.2024 | 0.80% | 98.80 % | 99.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 495'150 EUR | 499'150 EUR | 100.00% | 100.00% |
14.11.2024 | 0.80% | 99.80 % | 100.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 497'602 EUR | 501'602 EUR | 100.00% | 100.00% |
13.11.2024 | 0.81% | 99.10 % | 99.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 490'975 EUR | 494'975 EUR | 100.00% | 100.00% |
12.11.2024 | 0.80% | 99.10 % | 99.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'759 EUR | 503'759 EUR | 100.00% | 100.00% |
11.11.2024 | 0.79% | 100.50 % | 101.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'830 EUR | 506'830 EUR | 100.00% | 100.00% |
08.11.2024 | 0.80% | 100.10 % | 100.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'223 EUR | 504'223 EUR | 100.00% | 100.00% |
07.11.2024 | 0.80% | 100.10 % | 100.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'930 EUR | 504'930 EUR | 99.23% | 99.23% |