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 | 0.90% | 87.90 % | 88.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 441'432 EUR | 445'432 EUR | 98.58% | 98.58% |
19.11.2024 | 0.91% | 88.10 % | 88.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 439'926 EUR | 443'926 EUR | 100.00% | 100.00% |
18.11.2024 | 0.89% | 89.90 % | 90.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 449'169 EUR | 453'169 EUR | 100.00% | 100.00% |
15.11.2024 | 0.88% | 89.90 % | 90.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 451'630 EUR | 455'630 EUR | 100.00% | 100.00% |
14.11.2024 | 0.87% | 91.80 % | 92.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 457'806 EUR | 461'806 EUR | 100.00% | 100.00% |
13.11.2024 | 0.87% | 90.90 % | 91.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 455'324 EUR | 459'324 EUR | 100.00% | 100.00% |
12.11.2024 | 0.87% | 91.10 % | 91.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 458'785 EUR | 462'785 EUR | 100.00% | 100.00% |
11.11.2024 | 0.85% | 93.20 % | 94.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 466'249 EUR | 470'249 EUR | 100.00% | 100.00% |
08.11.2024 | 0.86% | 92.60 % | 93.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 464'139 EUR | 468'139 EUR | 100.00% | 100.00% |
07.11.2024 | 0.85% | 94.10 % | 94.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 469'774 EUR | 473'774 EUR | 99.24% | 99.24% |