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 | 0.88% | 56.31 % | 56.81 % | 500'000 | 500'000 | 500'000 | 500'000 | 282'838 EUR | 285'338 EUR | 100.00% | 100.00% |
19.11.2024 | 0.89% | 56.85 % | 57.35 % | 500'000 | 500'000 | 500'000 | 500'000 | 281'038 EUR | 283'538 EUR | 89.39% | 89.39% |
18.11.2024 | 0.86% | 58.22 % | 58.72 % | 500'000 | 500'000 | 500'000 | 500'000 | 290'752 EUR | 293'252 EUR | 99.67% | 99.67% |
15.11.2024 | 0.85% | 58.28 % | 58.78 % | 500'000 | 500'000 | 500'000 | 500'000 | 292'573 EUR | 295'073 EUR | 100.00% | 100.00% |
14.11.2024 | 0.85% | 58.77 % | 59.27 % | 500'000 | 500'000 | 500'000 | 500'000 | 291'509 EUR | 294'009 EUR | 100.00% | 100.00% |
13.11.2024 | 0.87% | 56.95 % | 57.45 % | 500'000 | 500'000 | 500'000 | 500'000 | 285'415 EUR | 287'915 EUR | 100.00% | 100.00% |
12.11.2024 | 0.86% | 57.38 % | 57.88 % | 500'000 | 500'000 | 500'000 | 500'000 | 289'374 EUR | 291'874 EUR | 98.71% | 98.71% |
11.11.2024 | 0.86% | 58.76 % | 59.26 % | 500'000 | 500'000 | 500'000 | 500'000 | 290'906 EUR | 293'406 EUR | 100.00% | 100.00% |
08.11.2024 | 0.86% | 57.37 % | 57.87 % | 500'000 | 500'000 | 500'000 | 500'000 | 288'653 EUR | 291'153 EUR | 99.83% | 99.83% |
07.11.2024 | 0.83% | 60.02 % | 60.52 % | 500'000 | 500'000 | 500'000 | 500'000 | 300'037 EUR | 302'537 EUR | 100.00% | 100.00% |