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 | 0.96% | 82.10 % | 82.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 412'827 EUR | 416'827 EUR | 98.58% | 98.58% |
19.11.2024 | 0.98% | 81.60 % | 82.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 408'271 EUR | 412'271 EUR | 100.00% | 100.00% |
18.11.2024 | 0.95% | 83.50 % | 84.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 416'862 EUR | 420'862 EUR | 100.00% | 100.00% |
15.11.2024 | 0.95% | 83.30 % | 84.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 418'036 EUR | 422'036 EUR | 100.00% | 100.00% |
14.11.2024 | 0.97% | 83.10 % | 83.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 411'467 EUR | 415'467 EUR | 100.00% | 100.00% |
13.11.2024 | 0.98% | 81.00 % | 81.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 404'142 EUR | 408'142 EUR | 100.00% | 100.00% |
12.11.2024 | 0.97% | 80.70 % | 81.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 410'574 EUR | 414'574 EUR | 100.00% | 100.00% |
11.11.2024 | 0.94% | 84.70 % | 85.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 422'836 EUR | 426'836 EUR | 100.00% | 100.00% |
08.11.2024 | 0.94% | 84.60 % | 85.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 424'666 EUR | 428'666 EUR | 100.00% | 100.00% |
07.11.2024 | 0.92% | 87.60 % | 88.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 434'542 EUR | 438'542 EUR | 100.00% | 100.00% |