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 | 0.81% | 98.30 % | 99.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 493'120 EUR | 497'120 EUR | 97.95% | 97.95% |
19.11.2024 | 0.81% | 98.30 % | 99.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 491'691 EUR | 495'691 EUR | 100.00% | 100.00% |
18.11.2024 | 0.81% | 98.80 % | 99.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 493'643 EUR | 497'643 EUR | 100.00% | 100.00% |
15.11.2024 | 0.80% | 99.10 % | 99.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 495'059 EUR | 499'059 EUR | 97.21% | 97.21% |
14.11.2024 | 0.81% | 98.60 % | 99.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 492'394 EUR | 496'394 EUR | 100.00% | 100.00% |
13.11.2024 | 1.01% | 98.30 % | 99.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 491'645 EUR | 496'645 EUR | 100.00% | 100.00% |
12.11.2024 | 0.81% | 97.90 % | 98.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 491'696 EUR | 495'696 EUR | 100.00% | 100.00% |
11.11.2024 | 0.80% | 99.40 % | 100.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 497'120 EUR | 501'120 EUR | 100.00% | 100.00% |
08.11.2024 | 1.01% | 98.60 % | 99.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 493'242 EUR | 498'242 EUR | 100.00% | 100.00% |
07.11.2024 | 1.01% | 98.80 % | 99.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 494'419 EUR | 499'419 EUR | 99.76% | 99.76% |