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% | 86.31 % | 86.81 % | 500'000 | 500'000 | 500'000 | 500'000 | 439'029 EUR | 441'529 EUR | 99.96% | 99.96% |
19.11.2024 | 0.57% | 88.22 % | 88.72 % | 500'000 | 500'000 | 500'000 | 500'000 | 440'541 EUR | 443'041 EUR | 89.37% | 89.37% |
18.11.2024 | 0.56% | 88.25 % | 88.75 % | 500'000 | 500'000 | 500'000 | 500'000 | 441'838 EUR | 444'338 EUR | 99.66% | 99.66% |
15.11.2024 | 0.56% | 87.98 % | 88.48 % | 500'000 | 500'000 | 500'000 | 500'000 | 441'347 EUR | 443'847 EUR | 100.00% | 100.00% |
14.11.2024 | 0.57% | 88.90 % | 89.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 437'830 EUR | 440'330 EUR | 98.61% | 98.61% |
13.11.2024 | 0.56% | 87.88 % | 88.38 % | 500'000 | 500'000 | 500'000 | 500'000 | 444'761 EUR | 447'261 EUR | 98.30% | 98.30% |
12.11.2024 | 0.53% | 90.95 % | 91.45 % | 500'000 | 500'000 | 500'000 | 500'000 | 467'907 EUR | 470'407 EUR | 96.94% | 96.94% |
11.11.2024 | 0.50% | 98.83 % | 99.33 % | 500'000 | 500'000 | 500'000 | 500'000 | 494'197 EUR | 496'697 EUR | 100.00% | 100.00% |
08.11.2024 | 0.51% | 98.12 % | 98.62 % | 500'000 | 500'000 | 500'000 | 500'000 | 491'660 EUR | 494'160 EUR | 99.84% | 99.84% |
07.11.2024 | 0.50% | 98.91 % | 99.41 % | 500'000 | 500'000 | 500'000 | 500'000 | 494'578 EUR | 497'078 EUR | 100.00% | 100.00% |