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% | 96.40 % | 97.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 484'235 EUR | 488'235 EUR | 97.94% | 97.94% |
19.11.2024 | 0.82% | 96.80 % | 97.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 484'277 EUR | 488'277 EUR | 100.00% | 100.00% |
18.11.2024 | 1.03% | 97.20 % | 98.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 484'934 EUR | 489'934 EUR | 100.00% | 100.00% |
15.11.2024 | 1.01% | 98.30 % | 99.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 494'552 EUR | 499'552 EUR | 100.00% | 100.00% |
14.11.2024 | 0.80% | 100.20 % | 101.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 498'445 EUR | 502'445 EUR | 100.00% | 100.00% |
13.11.2024 | 0.81% | 97.60 % | 98.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 489'708 EUR | 493'708 EUR | 100.00% | 100.00% |
12.11.2024 | 1.00% | 99.20 % | 100.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 497'220 EUR | 502'220 EUR | 100.00% | 100.00% |
11.11.2024 | 1.01% | 98.40 % | 99.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 492'110 EUR | 497'110 EUR | 100.00% | 100.00% |
08.11.2024 | 0.82% | 97.10 % | 97.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 486'239 EUR | 490'239 EUR | 100.00% | 100.00% |
07.11.2024 | 0.82% | 97.40 % | 98.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 487'059 EUR | 491'059 EUR | 99.23% | 99.23% |