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 | 0.82% | 96.50 % | 97.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 484'678 EUR | 488'678 EUR | 97.95% | 97.95% |
19.11.2024 | 0.82% | 96.70 % | 97.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 483'534 EUR | 487'534 EUR | 99.93% | 99.93% |
18.11.2024 | 0.82% | 97.30 % | 98.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 486'284 EUR | 490'284 EUR | 100.00% | 100.00% |
15.11.2024 | 0.82% | 97.10 % | 97.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 485'400 EUR | 489'400 EUR | 97.21% | 97.21% |
14.11.2024 | 0.82% | 97.00 % | 97.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 483'207 EUR | 487'207 EUR | 100.00% | 100.00% |
13.11.2024 | 0.83% | 96.30 % | 97.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 481'898 EUR | 485'898 EUR | 100.00% | 100.00% |
12.11.2024 | 0.82% | 96.50 % | 97.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 485'333 EUR | 489'333 EUR | 100.00% | 100.00% |
11.11.2024 | 0.82% | 97.30 % | 98.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 485'576 EUR | 489'576 EUR | 100.00% | 100.00% |
08.11.2024 | 0.82% | 96.60 % | 97.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 484'189 EUR | 488'189 EUR | 100.00% | 100.00% |
07.11.2024 | 0.82% | 97.70 % | 98.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 488'034 EUR | 492'034 EUR | 99.23% | 99.23% |