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% | 90.25 % | 90.75 % | 500'000 | 500'000 | 500'000 | 500'000 | 449'974 EUR | 452'474 EUR | 100.00% | 100.00% |
19.11.2024 | 0.56% | 89.45 % | 89.95 % | 500'000 | 500'000 | 500'000 | 500'000 | 443'116 EUR | 445'616 EUR | 100.00% | 100.00% |
18.11.2024 | 0.56% | 88.65 % | 89.15 % | 500'000 | 500'000 | 500'000 | 500'000 | 444'906 EUR | 447'406 EUR | 100.00% | 100.00% |
15.11.2024 | 0.55% | 89.35 % | 89.85 % | 500'000 | 500'000 | 500'000 | 500'000 | 451'599 EUR | 454'099 EUR | 100.00% | 100.00% |
14.11.2024 | 0.54% | 92.10 % | 92.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 460'857 EUR | 463'357 EUR | 100.00% | 100.00% |
13.11.2024 | 0.54% | 92.30 % | 92.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 460'215 EUR | 462'715 EUR | 100.00% | 100.00% |
12.11.2024 | 0.54% | 92.20 % | 92.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 462'830 EUR | 465'330 EUR | 98.88% | 98.88% |
11.11.2024 | 0.54% | 94.00 % | 94.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 465'834 EUR | 468'334 EUR | 100.00% | 100.00% |
08.11.2024 | 0.54% | 92.30 % | 92.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 461'143 EUR | 463'643 EUR | 98.84% | 98.84% |
07.11.2024 | 0.54% | 91.80 % | 92.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 461'000 EUR | 463'500 EUR | 40.65% | 40.65% |