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 | 0.80% | 100.00 % | 100.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 501'123 EUR | 505'123 EUR | 97.95% | 97.95% |
19.11.2024 | 0.80% | 99.70 % | 100.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 498'504 EUR | 502'504 EUR | 100.00% | 100.00% |
18.11.2024 | 1.00% | 99.30 % | 100.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 495'921 EUR | 500'921 EUR | 100.00% | 100.00% |
15.11.2024 | 0.99% | 100.10 % | 101.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 501'122 EUR | 506'122 EUR | 100.00% | 100.00% |
14.11.2024 | 0.79% | 101.20 % | 102.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 505'747 EUR | 509'747 EUR | 99.23% | 99.23% |
13.11.2024 | 0.79% | 100.30 % | 101.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 501'732 EUR | 505'732 EUR | 100.00% | 100.00% |
12.11.2024 | 0.99% | 99.80 % | 100.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'142 EUR | 505'142 EUR | 100.00% | 100.00% |
11.11.2024 | 1.00% | 99.60 % | 100.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 498'103 EUR | 503'103 EUR | 100.00% | 100.00% |
08.11.2024 | 0.80% | 99.80 % | 100.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'341 EUR | 503'341 EUR | 100.00% | 100.00% |
07.11.2024 | 0.79% | 100.50 % | 101.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 501'841 EUR | 505'841 EUR | 99.24% | 99.24% |