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 | 0.87% | 90.60 % | 91.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 456'332 EUR | 460'332 EUR | 98.59% | 98.59% |
19.11.2024 | 1.10% | 90.80 % | 91.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 453'101 EUR | 458'101 EUR | 100.00% | 100.00% |
18.11.2024 | 1.09% | 91.80 % | 92.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 457'553 EUR | 462'553 EUR | 100.00% | 100.00% |
15.11.2024 | - | 91.40 % | - % | 500'000 | 0 | 0 | 0 | 0 EUR | 0 EUR | 0.00% | 100.00% |
14.11.2024 | 0.88% | 91.40 % | 92.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 454'847 EUR | 458'847 EUR | 100.00% | 100.00% |
13.11.2024 | 1.10% | 90.50 % | 91.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 452'061 EUR | 457'061 EUR | 100.00% | 100.00% |
12.11.2024 | 1.09% | 89.50 % | 90.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 455'141 EUR | 460'141 EUR | 100.00% | 100.00% |
11.11.2024 | 0.85% | 93.30 % | 94.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 468'268 EUR | 472'268 EUR | 100.00% | 100.00% |
08.11.2024 | 0.85% | 93.40 % | 94.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 467'613 EUR | 471'613 EUR | 100.00% | 100.00% |
07.11.2024 | 1.05% | 95.00 % | 96.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 472'542 EUR | 477'542 EUR | 100.00% | 100.00% |