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% | 91.50 % | 92.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 455'820 EUR | 458'320 EUR | 100.00% | 100.00% |
19.11.2024 | 0.56% | 90.60 % | 91.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 448'360 EUR | 450'860 EUR | 100.00% | 100.00% |
18.11.2024 | 0.55% | 89.55 % | 90.05 % | 500'000 | 500'000 | 500'000 | 500'000 | 449'517 EUR | 452'017 EUR | 100.00% | 100.00% |
15.11.2024 | 0.55% | 90.25 % | 90.75 % | 500'000 | 500'000 | 500'000 | 500'000 | 456'499 EUR | 458'999 EUR | 100.00% | 100.00% |
14.11.2024 | 0.53% | 93.15 % | 93.65 % | 500'000 | 500'000 | 500'000 | 500'000 | 466'259 EUR | 468'759 EUR | 100.00% | 100.00% |
13.11.2024 | 0.54% | 93.25 % | 93.75 % | 500'000 | 500'000 | 500'000 | 500'000 | 464'944 EUR | 467'444 EUR | 100.00% | 100.00% |
12.11.2024 | 0.53% | 93.05 % | 93.55 % | 500'000 | 500'000 | 500'000 | 500'000 | 466'545 EUR | 469'045 EUR | 98.45% | 98.45% |
11.11.2024 | 0.53% | 94.50 % | 95.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 468'674 EUR | 471'174 EUR | 100.00% | 100.00% |
08.11.2024 | 0.54% | 93.15 % | 93.65 % | 500'000 | 500'000 | 500'000 | 500'000 | 464'868 EUR | 467'368 EUR | 99.87% | 99.87% |
07.11.2024 | 0.54% | 92.30 % | 92.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 463'630 EUR | 466'130 EUR | 40.72% | 40.72% |