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 | 0.79% | 100.80 % | 101.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'825 EUR | 507'825 EUR | 97.95% | 97.95% |
19.11.2024 | 0.80% | 100.80 % | 101.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 498'450 EUR | 502'450 EUR | 100.00% | 100.00% |
18.11.2024 | 0.82% | 97.00 % | 97.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 485'420 EUR | 489'420 EUR | 100.00% | 100.00% |
15.11.2024 | 0.83% | 96.50 % | 97.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 482'128 EUR | 486'128 EUR | 100.00% | 100.00% |
14.11.2024 | 0.83% | 95.70 % | 96.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 477'486 EUR | 481'486 EUR | 99.23% | 99.23% |
13.11.2024 | 0.84% | 95.10 % | 95.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 476'924 EUR | 480'924 EUR | 100.00% | 100.00% |
12.11.2024 | 0.83% | 94.90 % | 95.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 477'156 EUR | 481'156 EUR | 100.00% | 100.00% |
11.11.2024 | 0.83% | 95.80 % | 96.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 480'852 EUR | 484'852 EUR | 99.50% | 99.50% |
08.11.2024 | 0.82% | 96.50 % | 97.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 483'783 EUR | 487'783 EUR | 100.00% | 100.00% |
07.11.2024 | 0.81% | 98.40 % | 99.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 492'571 EUR | 496'571 EUR | 99.23% | 99.23% |