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 | 0.86% | 96.70 % | 97.50 % | 500'000 | 500'000 | 485'045 | 485'045 | 467'230 EUR | 471'128 EUR | 100.00% | 100.00% |
20.11.2024 | 0.84% | 95.00 % | 95.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 476'236 EUR | 480'236 EUR | 98.59% | 98.59% |
19.11.2024 | 0.84% | 95.30 % | 96.10 % | 500'000 | 500'000 | 495'263 | 495'263 | 471'229 EUR | 475'209 EUR | 100.00% | 100.00% |
18.11.2024 | 0.83% | 95.80 % | 96.60 % | 500'000 | 500'000 | 497'951 | 497'951 | 477'016 EUR | 481'008 EUR | 100.00% | 100.00% |
15.11.2024 | 0.83% | 96.40 % | 97.20 % | 500'000 | 500'000 | 499'926 | 499'926 | 481'947 EUR | 485'947 EUR | 100.00% | 100.00% |
14.11.2024 | 0.82% | 96.90 % | 97.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 484'387 EUR | 488'387 EUR | 100.00% | 100.00% |
13.11.2024 | 1.03% | 96.30 % | 97.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 481'711 EUR | 486'711 EUR | 100.00% | 100.00% |
12.11.2024 | 0.82% | 96.40 % | 97.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 483'624 EUR | 487'624 EUR | 100.00% | 100.00% |
11.11.2024 | 0.82% | 97.50 % | 98.30 % | 500'000 | 500'000 | 496'320 | 496'320 | 484'086 EUR | 488'071 EUR | 100.00% | 100.00% |
08.11.2024 | 1.02% | 97.20 % | 98.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 486'815 EUR | 491'815 EUR | 100.00% | 100.00% |