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 | 1.04% | 99.80 % | 100.80 % | 500'000 | 500'000 | 483'099 | 483'099 | 483'411 EUR | 488'263 EUR | 98.59% | 98.59% |
19.11.2024 | 0.79% | 100.60 % | 101.40 % | 500'000 | 500'000 | 498'172 | 498'172 | 501'293 EUR | 505'287 EUR | 100.00% | 100.00% |
18.11.2024 | 0.83% | 100.20 % | 101.00 % | 500'000 | 500'000 | 473'574 | 473'574 | 473'923 EUR | 477'840 EUR | 99.06% | 99.06% |
15.11.2024 | 1.00% | 99.80 % | 100.80 % | 500'000 | 500'000 | 499'217 | 499'217 | 499'422 EUR | 504'418 EUR | 99.72% | 99.72% |
14.11.2024 | 0.99% | 101.00 % | 102.00 % | 500'000 | 500'000 | 499'236 | 499'236 | 504'159 EUR | 509'155 EUR | 100.00% | 100.00% |
13.11.2024 | 0.80% | 100.00 % | 100.80 % | 500'000 | 500'000 | 499'939 | 499'939 | 499'502 EUR | 503'502 EUR | 100.00% | 100.00% |
12.11.2024 | 0.81% | 100.10 % | 100.90 % | 500'000 | 500'000 | 491'776 | 491'776 | 492'001 EUR | 495'974 EUR | 100.00% | 100.00% |
11.11.2024 | 1.02% | 100.10 % | 101.10 % | 500'000 | 500'000 | 484'416 | 484'416 | 484'189 EUR | 489'109 EUR | 100.00% | 100.00% |
08.11.2024 | 1.00% | 100.00 % | 101.00 % | 500'000 | 500'000 | 496'179 | 496'179 | 495'971 EUR | 500'950 EUR | 100.00% | 100.00% |
07.11.2024 | 0.80% | 100.40 % | 101.20 % | 500'000 | 500'000 | 499'710 | 499'710 | 500'850 EUR | 504'849 EUR | 99.76% | 99.76% |