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% | 99.10 % | 99.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 495'911 EUR | 499'911 EUR | 97.95% | 97.95% |
19.11.2024 | 0.81% | 98.90 % | 99.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 494'242 EUR | 498'242 EUR | 100.00% | 100.00% |
18.11.2024 | 1.00% | 99.30 % | 100.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 496'794 EUR | 501'794 EUR | 100.00% | 100.00% |
15.11.2024 | 0.98% | 101.20 % | 102.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 506'645 EUR | 511'645 EUR | 100.00% | 100.00% |
14.11.2024 | 0.78% | 101.80 % | 102.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 508'935 EUR | 512'935 EUR | 100.00% | 100.00% |
13.11.2024 | 0.79% | 100.70 % | 101.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 504'534 EUR | 508'534 EUR | 100.00% | 100.00% |
12.11.2024 | 0.98% | 100.90 % | 101.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 505'258 EUR | 510'258 EUR | 100.00% | 100.00% |
11.11.2024 | 0.99% | 100.80 % | 101.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'252 EUR | 508'252 EUR | 100.00% | 100.00% |
08.11.2024 | 0.80% | 99.80 % | 100.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 498'255 EUR | 502'255 EUR | 100.00% | 100.00% |
07.11.2024 | 0.80% | 99.90 % | 100.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'663 EUR | 503'663 EUR | 99.76% | 99.76% |