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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22.11.2024 | 1.03% | 96.50 % | 97.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 483'366 EUR | 488'366 EUR | 100.00% | 100.00% |
20.11.2024 | 0.82% | 96.50 % | 97.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 483'485 EUR | 487'485 EUR | 97.95% | 97.95% |
19.11.2024 | 1.02% | 97.40 % | 98.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 487'763 EUR | 492'763 EUR | 100.00% | 100.00% |
18.11.2024 | 1.02% | 97.20 % | 98.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 485'721 EUR | 490'721 EUR | 100.00% | 100.00% |
15.11.2024 | 0.82% | 96.70 % | 97.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 483'582 EUR | 487'582 EUR | 100.00% | 100.00% |
14.11.2024 | 0.83% | 95.70 % | 96.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 478'948 EUR | 482'948 EUR | 100.00% | 100.00% |
13.11.2024 | 1.03% | 96.00 % | 97.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 481'304 EUR | 486'304 EUR | 100.00% | 100.00% |
12.11.2024 | 1.05% | 94.20 % | 95.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 473'521 EUR | 478'521 EUR | 100.00% | 100.00% |
11.11.2024 | 0.84% | 95.10 % | 95.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 475'654 EUR | 479'654 EUR | 100.00% | 100.00% |
08.11.2024 | 0.85% | 94.00 % | 94.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 470'488 EUR | 474'488 EUR | 100.00% | 100.00% |