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 | 0.84% | 94.60 % | 95.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 474'903 EUR | 478'903 EUR | 98.58% | 98.58% |
19.11.2024 | 1.05% | 94.90 % | 95.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 473'483 EUR | 478'483 EUR | 100.00% | 100.00% |
18.11.2024 | 1.04% | 95.60 % | 96.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 476'343 EUR | 481'343 EUR | 100.00% | 100.00% |
15.11.2024 | 0.84% | 95.10 % | 95.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 475'970 EUR | 479'970 EUR | 100.00% | 100.00% |
14.11.2024 | 0.84% | 95.10 % | 95.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 472'281 EUR | 476'281 EUR | 99.23% | 99.23% |
13.11.2024 | 1.06% | 93.50 % | 94.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 468'975 EUR | 473'975 EUR | 100.00% | 100.00% |
12.11.2024 | 1.05% | 94.10 % | 95.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 474'702 EUR | 479'702 EUR | 100.00% | 100.00% |
11.11.2024 | 0.83% | 95.70 % | 96.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 478'581 EUR | 482'581 EUR | 100.00% | 100.00% |
08.11.2024 | 0.84% | 95.30 % | 96.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 476'575 EUR | 480'575 EUR | 100.00% | 100.00% |
07.11.2024 | 1.05% | 95.40 % | 96.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 475'713 EUR | 480'713 EUR | 99.23% | 99.23% |