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 | 0.82% | 97.30 % | 98.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 488'113 EUR | 492'113 EUR | 98.59% | 98.59% |
19.11.2024 | 0.82% | 97.30 % | 98.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 485'445 EUR | 489'445 EUR | 100.00% | 100.00% |
18.11.2024 | 0.81% | 97.90 % | 98.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 490'298 EUR | 494'298 EUR | 100.00% | 100.00% |
15.11.2024 | 0.81% | 98.20 % | 99.00 % | 500'000 | 500'000 | 500'000 | 496'239 | 491'569 EUR | 491'842 EUR | 100.00% | 100.00% |
14.11.2024 | 0.82% | 98.00 % | 98.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 488'004 EUR | 492'004 EUR | 100.00% | 100.00% |
13.11.2024 | 0.82% | 96.80 % | 97.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 484'442 EUR | 488'442 EUR | 100.00% | 100.00% |
12.11.2024 | 1.03% | 96.70 % | 97.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 485'186 EUR | 490'186 EUR | 100.00% | 100.00% |
11.11.2024 | 0.80% | 99.40 % | 100.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 496'570 EUR | 500'570 EUR | 100.00% | 100.00% |
08.11.2024 | 0.81% | 98.80 % | 99.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 494'597 EUR | 498'597 EUR | 100.00% | 100.00% |
07.11.2024 | 0.80% | 99.60 % | 100.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 496'722 EUR | 500'722 EUR | 100.00% | 100.00% |