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 | 0.55% | 89.80 % | 90.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 451'291 EUR | 453'791 EUR | 100.00% | 100.00% |
19.11.2024 | 0.55% | 90.70 % | 91.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 453'808 EUR | 456'308 EUR | 100.00% | 100.00% |
18.11.2024 | 0.55% | 91.30 % | 91.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 457'341 EUR | 459'841 EUR | 100.00% | 100.00% |
15.11.2024 | 0.55% | 91.30 % | 91.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 456'601 EUR | 459'101 EUR | 100.00% | 100.00% |
14.11.2024 | 0.55% | 91.10 % | 91.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 452'610 EUR | 455'110 EUR | 100.00% | 100.00% |
13.11.2024 | 0.55% | 89.90 % | 90.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 451'443 EUR | 453'943 EUR | 100.00% | 100.00% |
12.11.2024 | 0.54% | 90.90 % | 91.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 459'095 EUR | 461'595 EUR | 99.89% | 99.89% |
11.11.2024 | 0.55% | 91.80 % | 92.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 456'240 EUR | 458'740 EUR | 100.00% | 100.00% |
08.11.2024 | 0.54% | 91.45 % | 91.95 % | 500'000 | 500'000 | 500'000 | 500'000 | 457'493 EUR | 459'993 EUR | 98.84% | 98.84% |
07.11.2024 | 0.54% | 92.95 % | 93.45 % | 500'000 | 500'000 | 500'000 | 500'000 | 463'220 EUR | 465'720 EUR | 99.91% | 99.91% |