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 | 0.82% | 97.50 % | 98.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 488'748 EUR | 492'748 EUR | 97.95% | 97.95% |
19.11.2024 | 0.82% | 97.90 % | 98.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 488'749 EUR | 492'749 EUR | 100.00% | 100.00% |
18.11.2024 | 0.81% | 98.70 % | 99.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 492'678 EUR | 496'678 EUR | 100.00% | 100.00% |
15.11.2024 | 0.81% | 98.40 % | 99.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 492'744 EUR | 496'744 EUR | 100.00% | 100.00% |
14.11.2024 | 0.81% | 98.20 % | 99.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 491'064 EUR | 495'064 EUR | 100.00% | 100.00% |
13.11.2024 | 0.81% | 97.80 % | 98.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 491'184 EUR | 495'184 EUR | 100.00% | 100.00% |
12.11.2024 | 0.81% | 98.00 % | 98.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 492'040 EUR | 496'040 EUR | 100.00% | 100.00% |
11.11.2024 | 0.81% | 98.90 % | 99.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 494'667 EUR | 498'667 EUR | 100.00% | 100.00% |
08.11.2024 | 0.81% | 98.60 % | 99.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 489'415 EUR | 493'415 EUR | 100.00% | 100.00% |
07.11.2024 | 0.82% | 98.10 % | 98.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 486'510 EUR | 490'510 EUR | 99.23% | 99.23% |