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 | 0.81% | 97.80 % | 98.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 490'138 EUR | 494'138 EUR | 97.95% | 97.95% |
19.11.2024 | 1.02% | 97.80 % | 98.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 489'518 EUR | 494'518 EUR | 100.00% | 100.00% |
18.11.2024 | 1.01% | 97.90 % | 98.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 491'994 EUR | 496'994 EUR | 100.00% | 100.00% |
15.11.2024 | 0.81% | 98.70 % | 99.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 493'933 EUR | 497'933 EUR | 100.00% | 100.00% |
14.11.2024 | 0.81% | 98.80 % | 99.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 494'634 EUR | 498'634 EUR | 100.00% | 100.00% |
13.11.2024 | 1.01% | 98.60 % | 99.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 492'423 EUR | 497'423 EUR | 100.00% | 100.00% |
12.11.2024 | 1.01% | 98.40 % | 99.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 492'560 EUR | 497'560 EUR | 100.00% | 100.00% |
11.11.2024 | 0.81% | 98.60 % | 99.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 493'035 EUR | 497'035 EUR | 100.00% | 100.00% |
08.11.2024 | 0.81% | 97.80 % | 98.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 490'040 EUR | 494'040 EUR | 100.00% | 100.00% |
07.11.2024 | 1.02% | 97.10 % | 98.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 486'416 EUR | 491'416 EUR | 99.23% | 99.23% |