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 | 0.78% | 102.80 % | 103.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 513'825 EUR | 517'825 EUR | 97.95% | 97.95% |
19.11.2024 | 0.78% | 102.80 % | 103.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 510'882 EUR | 514'882 EUR | 100.00% | 100.00% |
18.11.2024 | 0.79% | 100.60 % | 101.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'812 EUR | 506'812 EUR | 100.00% | 100.00% |
15.11.2024 | 0.80% | 100.30 % | 101.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 501'037 EUR | 505'037 EUR | 100.00% | 100.00% |
14.11.2024 | 0.80% | 99.80 % | 100.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 498'292 EUR | 502'292 EUR | 100.00% | 100.00% |
13.11.2024 | 0.80% | 99.20 % | 100.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 497'261 EUR | 501'261 EUR | 100.00% | 100.00% |
12.11.2024 | 0.80% | 99.60 % | 100.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'986 EUR | 503'986 EUR | 100.00% | 100.00% |
11.11.2024 | 0.79% | 100.00 % | 100.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 501'243 EUR | 505'243 EUR | 99.50% | 99.50% |
08.11.2024 | 0.79% | 100.50 % | 101.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'087 EUR | 507'087 EUR | 100.00% | 100.00% |
07.11.2024 | 0.79% | 101.20 % | 102.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 506'611 EUR | 510'611 EUR | 99.23% | 99.23% |