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% | 91.15 % | 91.65 % | 500'000 | 500'000 | 500'000 | 500'000 | 456'108 EUR | 458'608 EUR | 100.00% | 100.00% |
19.11.2024 | 0.55% | 90.50 % | 91.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 452'207 EUR | 454'707 EUR | 100.00% | 100.00% |
18.11.2024 | 0.54% | 91.05 % | 91.55 % | 500'000 | 500'000 | 500'000 | 500'000 | 458'194 EUR | 460'694 EUR | 100.00% | 100.00% |
15.11.2024 | 0.54% | 91.95 % | 92.45 % | 500'000 | 500'000 | 500'000 | 500'000 | 463'116 EUR | 465'616 EUR | 100.00% | 100.00% |
14.11.2024 | 0.54% | 92.75 % | 93.25 % | 500'000 | 500'000 | 500'000 | 500'000 | 461'716 EUR | 464'216 EUR | 100.00% | 100.00% |
13.11.2024 | 0.54% | 91.65 % | 92.15 % | 500'000 | 500'000 | 500'000 | 500'000 | 457'908 EUR | 460'408 EUR | 100.00% | 100.00% |
12.11.2024 | 0.54% | 91.95 % | 92.45 % | 500'000 | 500'000 | 500'000 | 500'000 | 462'544 EUR | 465'044 EUR | 99.19% | 99.19% |
11.11.2024 | 0.53% | 94.20 % | 94.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 467'464 EUR | 469'964 EUR | 100.00% | 100.00% |
08.11.2024 | 0.53% | 94.35 % | 94.85 % | 500'000 | 500'000 | 500'000 | 500'000 | 472'158 EUR | 474'658 EUR | 99.99% | 99.99% |
07.11.2024 | 0.52% | 95.55 % | 96.05 % | 500'000 | 500'000 | 500'000 | 500'000 | 477'226 EUR | 479'726 EUR | 40.72% | 40.72% |