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 | 0.57% | 95.60 % | 96.15 % | 500'000 | 500'000 | 500'000 | 500'000 | 480'407 EUR | 483'157 EUR | 100.00% | 100.00% |
19.11.2024 | 0.52% | 95.55 % | 96.05 % | 500'000 | 500'000 | 500'000 | 500'000 | 480'997 EUR | 483'497 EUR | 100.00% | 100.00% |
18.11.2024 | 0.52% | 96.85 % | 97.35 % | 500'000 | 500'000 | 500'000 | 500'000 | 483'503 EUR | 486'003 EUR | 100.00% | 100.00% |
15.11.2024 | 0.51% | 96.50 % | 97.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 484'486 EUR | 486'986 EUR | 100.00% | 100.00% |
14.11.2024 | 0.56% | 97.80 % | 98.35 % | 500'000 | 500'000 | 500'000 | 500'000 | 487'111 EUR | 489'861 EUR | 99.92% | 99.92% |
13.11.2024 | 0.56% | 97.20 % | 97.75 % | 500'000 | 500'000 | 500'000 | 500'000 | 486'755 EUR | 489'505 EUR | 100.00% | 100.00% |
12.11.2024 | 0.51% | 97.35 % | 97.85 % | 500'000 | 500'000 | 500'000 | 500'000 | 488'064 EUR | 490'564 EUR | 99.99% | 99.99% |
11.11.2024 | 0.51% | 98.00 % | 98.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 489'812 EUR | 492'312 EUR | 100.00% | 100.00% |
08.11.2024 | 0.51% | 97.60 % | 98.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 487'787 EUR | 490'287 EUR | 99.85% | 99.85% |
07.11.2024 | 0.61% | 97.80 % | 98.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 489'536 EUR | 492'536 EUR | 40.72% | 40.72% |