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 | 1.20% | 83.50 % | 84.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 422'076 EUR | 427'154 EUR | 100.00% | 100.00% |
19.11.2024 | 1.29% | 83.50 % | 84.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 418'869 EUR | 424'305 EUR | 100.00% | 100.00% |
18.11.2024 | 1.17% | 85.30 % | 86.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 424'678 EUR | 429'678 EUR | 100.00% | 100.00% |
15.11.2024 | 1.16% | 85.20 % | 86.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 427'344 EUR | 432'348 EUR | 100.00% | 100.00% |
14.11.2024 | 1.21% | 85.20 % | 86.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 422'493 EUR | 427'619 EUR | 99.10% | 99.10% |
13.11.2024 | 1.31% | 83.50 % | 84.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 416'847 EUR | 422'347 EUR | 100.00% | 100.00% |
12.11.2024 | 1.18% | 82.40 % | 83.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 426'374 EUR | 431'451 EUR | 100.00% | 100.00% |
11.11.2024 | 1.02% | 87.10 % | 88.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 438'004 EUR | 442'504 EUR | 100.00% | 100.00% |
08.11.2024 | 0.97% | 86.70 % | 87.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 438'264 EUR | 442'514 EUR | 100.00% | 100.00% |
07.11.2024 | 0.42% | 90.40 % | 90.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 448'009 EUR | 449'866 EUR | 100.00% | 100.00% |