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 | 0.59% | 83.35 % | 83.85 % | 500'000 | 500'000 | 500'000 | 500'000 | 423'822 EUR | 426'322 EUR | 99.95% | 99.95% |
19.11.2024 | 0.59% | 85.39 % | 85.89 % | 500'000 | 500'000 | 500'000 | 500'000 | 425'851 EUR | 428'351 EUR | 89.36% | 89.36% |
18.11.2024 | 0.58% | 85.57 % | 86.07 % | 500'000 | 500'000 | 500'000 | 500'000 | 427'684 EUR | 430'184 EUR | 99.66% | 99.66% |
15.11.2024 | 0.56% | 89.37 % | 89.87 % | 500'000 | 500'000 | 500'000 | 500'000 | 448'298 EUR | 450'798 EUR | 100.00% | 100.00% |
14.11.2024 | 0.56% | 90.14 % | 90.64 % | 500'000 | 500'000 | 500'000 | 500'000 | 445'469 EUR | 447'969 EUR | 93.42% | 93.42% |
13.11.2024 | 0.55% | 89.43 % | 89.93 % | 500'000 | 500'000 | 500'000 | 500'000 | 452'693 EUR | 455'193 EUR | 93.18% | 93.18% |
12.11.2024 | 0.54% | 92.42 % | 92.92 % | 500'000 | 500'000 | 500'000 | 500'000 | 465'149 EUR | 467'649 EUR | 6.05% | 6.05% |
11.11.2024 | 0.50% | 99.78 % | 100.28 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'118 EUR | 501'618 EUR | 100.00% | 100.00% |
08.11.2024 | 0.50% | 99.02 % | 99.52 % | 500'000 | 500'000 | 500'000 | 500'000 | 496'410 EUR | 498'910 EUR | 99.82% | 99.82% |
07.11.2024 | 0.50% | 99.70 % | 100.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 498'479 EUR | 500'979 EUR | 99.88% | 99.88% |