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% | 98.90 % | 99.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 495'819 EUR | 499'819 EUR | 97.95% | 97.95% |
19.11.2024 | 0.80% | 98.90 % | 99.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 494'920 EUR | 498'920 EUR | 100.00% | 100.00% |
18.11.2024 | 0.80% | 99.70 % | 100.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 498'701 EUR | 502'701 EUR | 100.00% | 100.00% |
15.11.2024 | 1.00% | 99.50 % | 100.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 498'204 EUR | 503'204 EUR | 100.00% | 100.00% |
14.11.2024 | 1.00% | 99.50 % | 100.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 496'610 EUR | 501'610 EUR | 100.00% | 100.00% |