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 | 0.58% | 84.97 % | 85.47 % | 500'000 | 500'000 | 500'000 | 500'000 | 432'967 EUR | 435'467 EUR | 100.00% | 100.00% |
19.11.2024 | 0.57% | 86.70 % | 87.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 433'747 EUR | 436'247 EUR | 89.38% | 89.38% |
18.11.2024 | 0.58% | 86.76 % | 87.26 % | 500'000 | 500'000 | 500'000 | 500'000 | 431'951 EUR | 434'451 EUR | 99.66% | 99.66% |
15.11.2024 | 0.57% | 87.26 % | 87.76 % | 500'000 | 500'000 | 500'000 | 500'000 | 439'400 EUR | 441'900 EUR | 100.00% | 100.00% |
14.11.2024 | 0.56% | 89.19 % | 89.69 % | 500'000 | 500'000 | 500'000 | 500'000 | 441'645 EUR | 444'145 EUR | 86.28% | 86.28% |
13.11.2024 | 0.57% | 86.16 % | 86.66 % | 500'000 | 500'000 | 500'000 | 500'000 | 434'260 EUR | 436'760 EUR | 98.40% | 98.40% |
12.11.2024 | 0.55% | 88.62 % | 89.12 % | 500'000 | 500'000 | 500'000 | 500'000 | 452'946 EUR | 455'446 EUR | 96.34% | 96.34% |
11.11.2024 | 0.54% | 92.96 % | 93.46 % | 500'000 | 500'000 | 500'000 | 500'000 | 465'262 EUR | 467'762 EUR | 100.00% | 100.00% |
08.11.2024 | 0.54% | 91.55 % | 92.05 % | 500'000 | 500'000 | 500'000 | 500'000 | 458'633 EUR | 461'133 EUR | 99.84% | 99.84% |
07.11.2024 | 0.54% | 91.76 % | 92.26 % | 500'000 | 500'000 | 500'000 | 500'000 | 457'632 EUR | 460'132 EUR | 100.00% | 100.00% |