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 | 0.86% | 92.10 % | 92.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 462'139 EUR | 466'139 EUR | 97.94% | 97.94% |
19.11.2024 | 0.86% | 92.80 % | 93.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 463'156 EUR | 467'156 EUR | 100.00% | 100.00% |
18.11.2024 | 0.85% | 93.20 % | 94.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 466'110 EUR | 470'110 EUR | 100.00% | 100.00% |
15.11.2024 | 0.85% | 93.30 % | 94.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 467'007 EUR | 471'007 EUR | 100.00% | 100.00% |
14.11.2024 | 0.85% | 94.30 % | 95.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 471'023 EUR | 475'023 EUR | 100.00% | 100.00% |
13.11.2024 | 0.84% | 94.20 % | 95.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 471'953 EUR | 475'953 EUR | 100.00% | 100.00% |
12.11.2024 | 0.84% | 94.60 % | 95.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 476'272 EUR | 480'272 EUR | 100.00% | 100.00% |
11.11.2024 | 0.82% | 96.70 % | 97.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 483'758 EUR | 487'758 EUR | 100.00% | 100.00% |
08.11.2024 | 0.83% | 96.00 % | 96.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 481'176 EUR | 485'176 EUR | 100.00% | 100.00% |
07.11.2024 | 0.82% | 97.00 % | 97.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 484'861 EUR | 488'861 EUR | 99.23% | 99.23% |