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 | 0.62% | 79.87 % | 80.37 % | 500'000 | 500'000 | 500'000 | 500'000 | 402'482 EUR | 404'982 EUR | 100.00% | 100.00% |
19.11.2024 | 0.62% | 80.61 % | 81.11 % | 500'000 | 500'000 | 500'000 | 500'000 | 403'259 EUR | 405'759 EUR | 89.36% | 89.36% |
18.11.2024 | 0.61% | 80.90 % | 81.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 405'282 EUR | 407'782 EUR | 99.67% | 99.67% |
15.11.2024 | 0.61% | 81.87 % | 82.37 % | 500'000 | 500'000 | 500'000 | 500'000 | 410'906 EUR | 413'406 EUR | 100.00% | 100.00% |
14.11.2024 | 0.61% | 83.00 % | 83.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 410'715 EUR | 413'215 EUR | 99.94% | 99.94% |
13.11.2024 | 0.60% | 82.43 % | 82.93 % | 500'000 | 500'000 | 500'000 | 500'000 | 414'707 EUR | 417'207 EUR | 98.68% | 98.68% |
12.11.2024 | 0.58% | 83.72 % | 84.22 % | 500'000 | 500'000 | 500'000 | 500'000 | 427'353 EUR | 429'853 EUR | 98.73% | 98.73% |
11.11.2024 | 0.55% | 90.77 % | 91.27 % | 500'000 | 500'000 | 500'000 | 500'000 | 454'180 EUR | 456'680 EUR | 100.00% | 100.00% |
08.11.2024 | 0.55% | 89.90 % | 90.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 449'795 EUR | 452'295 EUR | 99.83% | 99.83% |
07.11.2024 | 0.55% | 90.52 % | 91.02 % | 500'000 | 500'000 | 500'000 | 500'000 | 452'990 EUR | 455'490 EUR | 100.00% | 100.00% |