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 | 1.01% | 98.60 % | 99.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 495'002 EUR | 500'002 EUR | 97.65% | 97.65% |
19.11.2024 | 0.80% | 99.30 % | 100.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 495'710 EUR | 499'710 EUR | 100.00% | 100.00% |
18.11.2024 | 0.80% | 100.20 % | 101.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'872 EUR | 504'872 EUR | 100.00% | 100.00% |
15.11.2024 | 0.99% | 100.60 % | 101.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 504'044 EUR | 509'044 EUR | 100.00% | 100.00% |
14.11.2024 | 0.99% | 101.10 % | 102.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 504'340 EUR | 509'340 EUR | 100.00% | 100.00% |
13.11.2024 | 0.80% | 99.80 % | 100.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'578 EUR | 503'578 EUR | 100.00% | 100.00% |
12.11.2024 | 0.79% | 99.90 % | 100.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'274 EUR | 506'274 EUR | 100.00% | 100.00% |
11.11.2024 | 0.99% | 100.20 % | 101.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'069 EUR | 505'069 EUR | 100.00% | 100.00% |
08.11.2024 | 1.00% | 99.30 % | 100.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 496'546 EUR | 501'546 EUR | 100.00% | 100.00% |
07.11.2024 | 0.80% | 99.40 % | 100.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 498'246 EUR | 502'246 EUR | 99.23% | 99.23% |