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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22.11.2024 | 0.79% | 100.70 % | 101.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'390 EUR | 506'390 EUR | 100.00% | 100.00% |
20.11.2024 | 0.80% | 99.40 % | 100.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 497'950 EUR | 501'950 EUR | 97.95% | 97.95% |
19.11.2024 | 0.80% | 99.80 % | 100.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'109 EUR | 503'109 EUR | 100.00% | 100.00% |
18.11.2024 | 0.79% | 100.70 % | 101.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'151 EUR | 507'151 EUR | 100.00% | 100.00% |
15.11.2024 | 0.79% | 101.30 % | 102.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 506'373 EUR | 510'373 EUR | 97.21% | 97.21% |
14.11.2024 | 0.79% | 100.50 % | 101.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 501'648 EUR | 505'648 EUR | 100.00% | 100.00% |
13.11.2024 | 1.00% | 99.50 % | 100.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 497'889 EUR | 502'889 EUR | 100.00% | 100.00% |
12.11.2024 | 0.80% | 98.60 % | 99.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 495'220 EUR | 499'220 EUR | 100.00% | 100.00% |
11.11.2024 | 0.80% | 99.50 % | 100.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 497'922 EUR | 501'922 EUR | 100.00% | 100.00% |
08.11.2024 | 1.00% | 99.30 % | 100.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 496'640 EUR | 501'640 EUR | 100.00% | 100.00% |