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 | 0.82% | 96.50 % | 97.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 484'096 EUR | 488'096 EUR | 97.95% | 97.95% |
19.11.2024 | 0.83% | 96.20 % | 97.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 481'696 EUR | 485'696 EUR | 100.00% | 100.00% |
18.11.2024 | 0.82% | 97.20 % | 98.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 484'113 EUR | 488'113 EUR | 100.00% | 100.00% |
15.11.2024 | 0.83% | 96.30 % | 97.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 480'556 EUR | 484'556 EUR | 98.43% | 98.43% |
14.11.2024 | 0.83% | 95.60 % | 96.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 477'622 EUR | 481'622 EUR | 99.72% | 99.72% |
13.11.2024 | 0.85% | 94.00 % | 94.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 470'283 EUR | 474'283 EUR | 100.00% | 100.00% |
12.11.2024 | 0.84% | 93.90 % | 94.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 473'740 EUR | 477'740 EUR | 100.00% | 100.00% |
11.11.2024 | 1.05% | 94.70 % | 95.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 474'681 EUR | 479'681 EUR | 99.92% | 99.92% |
08.11.2024 | 1.05% | 94.20 % | 95.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 473'916 EUR | 478'916 EUR | 100.00% | 100.00% |
07.11.2024 | 0.82% | 96.50 % | 97.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 482'997 EUR | 486'997 EUR | 99.24% | 99.24% |