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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22.11.2024 | 1.06% | 94.30 % | 95.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 469'769 EUR | 474'769 EUR | 100.00% | 100.00% |
20.11.2024 | 0.84% | 94.90 % | 95.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 476'113 EUR | 480'113 EUR | 97.95% | 97.95% |
19.11.2024 | 0.84% | 94.60 % | 95.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 472'334 EUR | 476'334 EUR | 100.00% | 100.00% |
18.11.2024 | 1.05% | 95.10 % | 96.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 474'485 EUR | 479'485 EUR | 100.00% | 100.00% |
15.11.2024 | 1.05% | 94.60 % | 95.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 473'250 EUR | 478'250 EUR | 100.00% | 100.00% |
14.11.2024 | 0.84% | 95.20 % | 96.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 473'765 EUR | 477'765 EUR | 100.00% | 100.00% |
13.11.2024 | 0.84% | 95.10 % | 95.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 472'652 EUR | 476'652 EUR | 100.00% | 100.00% |
12.11.2024 | 1.06% | 92.90 % | 93.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 469'074 EUR | 474'074 EUR | 100.00% | 100.00% |
11.11.2024 | 1.03% | 96.70 % | 97.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 485'085 EUR | 490'085 EUR | 100.00% | 100.00% |
08.11.2024 | 0.83% | 96.40 % | 97.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 481'482 EUR | 485'482 EUR | 100.00% | 100.00% |