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 | 0.95% | 84.30 % | 85.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 420'254 EUR | 424'254 EUR | 100.00% | 100.00% |
20.11.2024 | 0.97% | 81.50 % | 82.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 408'363 EUR | 412'363 EUR | 97.95% | 97.95% |
19.11.2024 | 0.97% | 82.30 % | 83.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 410'923 EUR | 414'923 EUR | 100.00% | 100.00% |
18.11.2024 | 0.95% | 84.00 % | 84.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 420'999 EUR | 424'999 EUR | 100.00% | 100.00% |
15.11.2024 | 0.92% | 85.30 % | 86.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 430'955 EUR | 434'955 EUR | 100.00% | 100.00% |
14.11.2024 | 0.92% | 87.40 % | 88.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 435'129 EUR | 439'129 EUR | 100.00% | 100.00% |
13.11.2024 | 0.92% | 86.70 % | 87.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 434'247 EUR | 438'247 EUR | 100.00% | 100.00% |
12.11.2024 | 0.90% | 88.50 % | 89.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 442'639 EUR | 446'639 EUR | 100.00% | 100.00% |
11.11.2024 | 0.89% | 89.70 % | 90.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 448'040 EUR | 452'040 EUR | 100.00% | 100.00% |
08.11.2024 | 0.89% | 89.20 % | 90.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 447'442 EUR | 451'442 EUR | 100.00% | 100.00% |