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 | 0.53% | 94.00 % | 94.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 473'947 EUR | 476'447 EUR | 100.00% | 100.00% |
19.11.2024 | 0.53% | 95.12 % | 95.62 % | 500'000 | 500'000 | 500'000 | 500'000 | 474'888 EUR | 477'388 EUR | 89.37% | 89.37% |
18.11.2024 | 0.52% | 95.07 % | 95.57 % | 500'000 | 500'000 | 500'000 | 500'000 | 475'724 EUR | 478'224 EUR | 99.66% | 99.66% |
15.11.2024 | 0.53% | 94.49 % | 94.99 % | 500'000 | 500'000 | 500'000 | 500'000 | 473'078 EUR | 475'578 EUR | 100.00% | 100.00% |
14.11.2024 | 0.53% | 94.88 % | 95.38 % | 500'000 | 500'000 | 500'000 | 500'000 | 470'935 EUR | 473'435 EUR | 97.46% | 97.46% |
13.11.2024 | 0.52% | 94.40 % | 94.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 475'611 EUR | 478'111 EUR | 98.59% | 98.59% |
12.11.2024 | 0.52% | 96.39 % | 96.89 % | 500'000 | 500'000 | 500'000 | 500'000 | 481'986 EUR | 484'486 EUR | 8.73% | 8.73% |
11.11.2024 | 0.50% | 100.49 % | 100.99 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'188 EUR | 504'688 EUR | 100.00% | 100.00% |
08.11.2024 | 0.50% | 100.03 % | 100.53 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'826 EUR | 503'326 EUR | 99.83% | 99.83% |
07.11.2024 | 0.50% | 100.33 % | 100.83 % | 500'000 | 500'000 | 500'000 | 500'000 | 501'811 EUR | 504'311 EUR | 100.00% | 100.00% |