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% | 97.10 % | 97.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 486'534 EUR | 490'534 EUR | 98.58% | 98.58% |
19.11.2024 | 0.82% | 96.70 % | 97.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 483'810 EUR | 487'810 EUR | 100.00% | 100.00% |
18.11.2024 | 0.82% | 97.00 % | 97.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 483'533 EUR | 487'533 EUR | 100.00% | 100.00% |
15.11.2024 | 0.83% | 96.30 % | 97.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 480'748 EUR | 484'748 EUR | 98.43% | 98.43% |
14.11.2024 | 0.83% | 95.90 % | 96.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 478'813 EUR | 482'813 EUR | 99.72% | 99.72% |
13.11.2024 | 0.84% | 95.10 % | 95.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 475'528 EUR | 479'528 EUR | 100.00% | 100.00% |
12.11.2024 | 0.83% | 95.50 % | 96.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 480'586 EUR | 484'586 EUR | 100.00% | 100.00% |
11.11.2024 | 1.03% | 96.70 % | 97.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 484'173 EUR | 489'173 EUR | 100.00% | 100.00% |
08.11.2024 | 1.03% | 96.00 % | 97.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 482'846 EUR | 487'846 EUR | 100.00% | 100.00% |
07.11.2024 | 0.81% | 98.00 % | 98.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 490'111 EUR | 494'111 EUR | 99.24% | 99.24% |