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% | 98.70 % | 99.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 494'505 EUR | 499'505 EUR | 98.58% | 98.58% |
19.11.2024 | 0.81% | 99.40 % | 100.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 494'823 EUR | 498'823 EUR | 100.00% | 100.00% |
18.11.2024 | 0.79% | 99.80 % | 100.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 501'292 EUR | 505'292 EUR | 100.00% | 100.00% |
15.11.2024 | 1.00% | 100.10 % | 101.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'957 EUR | 504'957 EUR | 100.00% | 100.00% |
14.11.2024 | 1.01% | 99.30 % | 100.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 493'981 EUR | 498'981 EUR | 99.75% | 99.75% |
13.11.2024 | 0.80% | 98.60 % | 99.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 495'058 EUR | 499'058 EUR | 99.74% | 99.74% |
12.11.2024 | 0.81% | 97.60 % | 98.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 492'829 EUR | 496'829 EUR | 100.00% | 100.00% |
11.11.2024 | 1.00% | 99.30 % | 100.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 496'116 EUR | 501'116 EUR | 100.00% | 100.00% |
08.11.2024 | 1.02% | 98.20 % | 99.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 489'571 EUR | 494'571 EUR | 100.00% | 100.00% |
07.11.2024 | 0.80% | 99.70 % | 100.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 495'361 EUR | 499'361 EUR | 99.24% | 99.24% |