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 | 1.09% | 90.70 % | 91.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 455'511 EUR | 460'511 EUR | 97.95% | 97.95% |
19.11.2024 | 1.10% | 91.10 % | 92.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 453'867 EUR | 458'867 EUR | 100.00% | 100.00% |
18.11.2024 | 0.86% | 92.30 % | 93.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 461'755 EUR | 465'755 EUR | 100.00% | 100.00% |
15.11.2024 | 0.86% | 92.90 % | 93.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 464'739 EUR | 468'739 EUR | 100.00% | 100.00% |
14.11.2024 | 1.06% | 93.50 % | 94.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 467'395 EUR | 472'395 EUR | 100.00% | 100.00% |
13.11.2024 | 1.07% | 92.90 % | 93.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 465'476 EUR | 470'476 EUR | 100.00% | 100.00% |
12.11.2024 | 0.85% | 93.20 % | 94.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 467'953 EUR | 471'953 EUR | 100.00% | 100.00% |
11.11.2024 | 0.84% | 94.50 % | 95.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 472'605 EUR | 476'605 EUR | 100.00% | 100.00% |
08.11.2024 | 1.05% | 94.40 % | 95.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 472'999 EUR | 477'999 EUR | 100.00% | 100.00% |
07.11.2024 | 1.05% | 95.50 % | 96.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 475'604 EUR | 480'604 EUR | 99.24% | 99.24% |