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 | 0.84% | 94.50 % | 95.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 474'646 EUR | 478'646 EUR | 97.94% | 97.94% |
19.11.2024 | 1.04% | 95.50 % | 96.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 477'693 EUR | 482'693 EUR | 99.84% | 99.84% |
18.11.2024 | 1.04% | 95.90 % | 96.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 478'454 EUR | 483'454 EUR | 100.00% | 100.00% |
15.11.2024 | 0.82% | 96.70 % | 97.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 482'885 EUR | 486'885 EUR | 100.00% | 100.00% |
14.11.2024 | 0.83% | 96.20 % | 97.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 478'892 EUR | 482'892 EUR | 100.00% | 100.00% |
13.11.2024 | 0.83% | 94.60 % | 95.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 479'304 EUR | 483'304 EUR | 100.00% | 100.00% |
12.11.2024 | 0.82% | 96.50 % | 97.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 485'007 EUR | 489'007 EUR | 100.00% | 100.00% |
11.11.2024 | 1.02% | 97.20 % | 98.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 485'555 EUR | 490'555 EUR | 100.00% | 100.00% |
08.11.2024 | 1.03% | 96.40 % | 97.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 482'894 EUR | 487'894 EUR | 100.00% | 100.00% |
07.11.2024 | 0.81% | 98.10 % | 98.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 490'052 EUR | 494'052 EUR | 99.23% | 99.23% |