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 | 1.02% | 96.70 % | 97.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 486'072 EUR | 491'072 EUR | 98.58% | 98.58% |
19.11.2024 | 1.03% | 97.10 % | 98.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 485'254 EUR | 490'254 EUR | 100.00% | 100.00% |
18.11.2024 | 1.01% | 98.20 % | 99.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 490'358 EUR | 495'358 EUR | 100.00% | 100.00% |
15.11.2024 | 1.01% | 98.10 % | 99.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 490'589 EUR | 495'589 EUR | 100.00% | 100.00% |
14.11.2024 | 1.02% | 97.90 % | 98.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 488'497 EUR | 493'497 EUR | 100.00% | 100.00% |
13.11.2024 | 1.02% | 96.90 % | 97.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 485'638 EUR | 490'638 EUR | 100.00% | 100.00% |
12.11.2024 | 1.02% | 97.10 % | 98.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 488'354 EUR | 493'354 EUR | 100.00% | 100.00% |
11.11.2024 | 1.01% | 98.40 % | 99.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 491'106 EUR | 496'106 EUR | 100.00% | 100.00% |
08.11.2024 | 1.03% | 97.00 % | 98.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 484'898 EUR | 489'898 EUR | 100.00% | 100.00% |
07.11.2024 | 1.02% | 97.20 % | 98.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 486'897 EUR | 491'897 EUR | 99.76% | 99.76% |