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 | 0.87% | 92.50 % | 93.31 % | 500'000 | 500'000 | 500'000 | 500'000 | 463'119 EUR | 467'169 EUR | 97.95% | 97.95% |
19.11.2024 | 1.08% | 92.10 % | 93.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 458'854 EUR | 463'854 EUR | 100.00% | 100.00% |
18.11.2024 | 1.06% | 93.90 % | 94.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 470'318 EUR | 475'318 EUR | 100.00% | 100.00% |
15.11.2024 | 0.85% | 94.20 % | 95.01 % | 500'000 | 500'000 | 500'000 | 500'000 | 472'011 EUR | 476'059 EUR | 100.00% | 100.00% |
14.11.2024 | 0.85% | 95.10 % | 95.91 % | 500'000 | 500'000 | 500'000 | 500'000 | 472'040 EUR | 476'090 EUR | 99.23% | 99.23% |
13.11.2024 | 1.07% | 92.70 % | 93.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 466'310 EUR | 471'310 EUR | 100.00% | 100.00% |
12.11.2024 | 1.05% | 94.90 % | 95.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 475'028 EUR | 480'028 EUR | 100.00% | 100.00% |
11.11.2024 | 0.87% | 93.30 % | 94.11 % | 500'000 | 500'000 | 500'000 | 500'000 | 465'292 EUR | 469'342 EUR | 100.00% | 100.00% |
08.11.2024 | 0.89% | 90.60 % | 91.41 % | 500'000 | 500'000 | 500'000 | 500'000 | 453'844 EUR | 457'894 EUR | 100.00% | 100.00% |
07.11.2024 | 1.09% | 91.00 % | 92.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 456'389 EUR | 461'389 EUR | 99.24% | 99.24% |