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 | 1.01% | 98.70 % | 99.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 494'956 EUR | 499'956 EUR | 97.95% | 97.95% |
19.11.2024 | 1.01% | 98.90 % | 99.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 493'995 EUR | 498'995 EUR | 99.81% | 99.81% |
18.11.2024 | 1.01% | 99.20 % | 100.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 491'965 EUR | 496'965 EUR | 100.00% | 100.00% |
15.11.2024 | 0.99% | 99.20 % | 100.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 501'456 EUR | 506'456 EUR | 100.00% | 100.00% |
14.11.2024 | 0.99% | 101.30 % | 102.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 504'080 EUR | 509'080 EUR | 100.00% | 100.00% |
13.11.2024 | 1.00% | 98.80 % | 99.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 495'126 EUR | 500'126 EUR | 99.96% | 99.96% |