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 | 0.52% | 95.94 % | 96.44 % | 500'000 | 500'000 | 500'000 | 500'000 | 483'770 EUR | 486'270 EUR | 100.00% | 100.00% |
19.11.2024 | 0.51% | 97.02 % | 97.52 % | 500'000 | 500'000 | 500'000 | 500'000 | 484'706 EUR | 487'206 EUR | 89.37% | 89.37% |
18.11.2024 | 0.51% | 97.15 % | 97.65 % | 500'000 | 500'000 | 500'000 | 500'000 | 485'740 EUR | 488'240 EUR | 99.66% | 99.66% |
15.11.2024 | 0.52% | 96.87 % | 97.37 % | 500'000 | 500'000 | 500'000 | 500'000 | 483'943 EUR | 486'443 EUR | 100.00% | 100.00% |
14.11.2024 | 0.52% | 97.02 % | 97.52 % | 500'000 | 500'000 | 500'000 | 500'000 | 481'931 EUR | 484'431 EUR | 97.93% | 97.93% |
13.11.2024 | 0.51% | 96.39 % | 96.89 % | 500'000 | 500'000 | 500'000 | 500'000 | 485'511 EUR | 488'011 EUR | 98.55% | 98.55% |
12.11.2024 | 0.50% | 98.33 % | 98.83 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'751 EUR | 502'251 EUR | 95.92% | 95.92% |
11.11.2024 | 0.49% | 102.85 % | 103.35 % | 500'000 | 500'000 | 500'000 | 500'000 | 513'081 EUR | 515'581 EUR | 100.00% | 100.00% |
08.11.2024 | 0.49% | 101.84 % | 102.34 % | 500'000 | 500'000 | 500'000 | 500'000 | 509'867 EUR | 512'367 EUR | 99.83% | 99.83% |
07.11.2024 | 0.49% | 102.07 % | 102.57 % | 500'000 | 500'000 | 500'000 | 500'000 | 510'820 EUR | 513'320 EUR | 100.00% | 100.00% |