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 | 1.03% | 96.40 % | 97.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 484'169 EUR | 489'169 EUR | 97.95% | 97.95% |
19.11.2024 | 1.03% | 97.00 % | 98.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 483'906 EUR | 488'906 EUR | 100.00% | 100.00% |
18.11.2024 | 1.02% | 97.90 % | 98.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 488'779 EUR | 493'779 EUR | 100.00% | 100.00% |
15.11.2024 | 1.02% | 97.80 % | 98.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 489'166 EUR | 494'166 EUR | 100.00% | 100.00% |
14.11.2024 | 1.02% | 97.50 % | 98.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 486'801 EUR | 491'801 EUR | 100.00% | 100.00% |
13.11.2024 | 1.03% | 96.60 % | 97.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 484'679 EUR | 489'679 EUR | 100.00% | 100.00% |
12.11.2024 | 1.02% | 97.00 % | 98.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 488'663 EUR | 493'663 EUR | 100.00% | 100.00% |
11.11.2024 | 1.01% | 98.40 % | 99.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 491'041 EUR | 496'041 EUR | 100.00% | 100.00% |
08.11.2024 | 1.02% | 97.10 % | 98.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 485'504 EUR | 490'504 EUR | 100.00% | 100.00% |
07.11.2024 | 1.02% | 97.10 % | 98.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 487'778 EUR | 492'778 EUR | 99.76% | 99.76% |