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 | 1.10% | 89.80 % | 90.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 450'800 EUR | 455'800 EUR | 98.58% | 98.58% |
19.11.2024 | 1.10% | 90.30 % | 91.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 450'890 EUR | 455'890 EUR | 100.00% | 100.00% |
18.11.2024 | 0.87% | 91.70 % | 92.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 458'440 EUR | 462'440 EUR | 100.00% | 100.00% |
15.11.2024 | 0.87% | 91.90 % | 92.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 460'204 EUR | 464'204 EUR | 100.00% | 100.00% |
14.11.2024 | 1.07% | 92.90 % | 93.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 464'207 EUR | 469'207 EUR | 100.00% | 100.00% |
13.11.2024 | 1.07% | 92.70 % | 93.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 464'208 EUR | 469'208 EUR | 100.00% | 100.00% |
12.11.2024 | 0.85% | 92.70 % | 93.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 466'782 EUR | 470'782 EUR | 100.00% | 100.00% |
11.11.2024 | 0.84% | 94.80 % | 95.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 473'941 EUR | 477'941 EUR | 100.00% | 100.00% |
08.11.2024 | 1.06% | 93.90 % | 94.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 470'791 EUR | 475'791 EUR | 100.00% | 100.00% |
07.11.2024 | 1.04% | 95.40 % | 96.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 476'244 EUR | 481'244 EUR | 99.24% | 99.24% |