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 | 1.04% | 95.10 % | 96.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 478'564 EUR | 483'564 EUR | 97.95% | 97.95% |
19.11.2024 | 1.04% | 95.20 % | 96.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 477'261 EUR | 482'261 EUR | 100.00% | 100.00% |
18.11.2024 | 0.84% | 96.70 % | 97.51 % | 500'000 | 500'000 | 500'000 | 500'000 | 482'023 EUR | 486'073 EUR | 100.00% | 100.00% |
15.11.2024 | 0.84% | 96.10 % | 96.91 % | 500'000 | 500'000 | 500'000 | 500'000 | 481'185 EUR | 485'234 EUR | 100.00% | 100.00% |
14.11.2024 | 1.04% | 96.10 % | 97.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 478'406 EUR | 483'406 EUR | 100.00% | 100.00% |
13.11.2024 | 1.04% | 95.40 % | 96.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 476'550 EUR | 481'550 EUR | 100.00% | 100.00% |
12.11.2024 | 0.84% | 94.60 % | 95.41 % | 500'000 | 500'000 | 500'000 | 500'000 | 479'927 EUR | 483'977 EUR | 100.00% | 100.00% |
11.11.2024 | 0.82% | 97.90 % | 98.71 % | 500'000 | 500'000 | 500'000 | 500'000 | 490'740 EUR | 494'790 EUR | 100.00% | 100.00% |
08.11.2024 | 1.02% | 97.10 % | 98.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 486'454 EUR | 491'454 EUR | 100.00% | 100.00% |
07.11.2024 | 1.01% | 98.50 % | 99.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 491'067 EUR | 496'067 EUR | 99.23% | 99.23% |