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 | 2.23% | 74.60 % | 79.91 % | 500'000 | 5'000'000 | 500'000 | 521'212 | 392'709 EUR | 418'515 EUR | 5.69% | 98.68% |
19.11.2024 | 2.04% | 80.30 % | 82.01 % | 500'000 | 500'000 | 494'968 | 494'968 | 402'075 EUR | 410'198 EUR | 100.00% | 100.00% |
18.11.2024 | 1.71% | 82.90 % | 84.41 % | 500'000 | 500'000 | 494'971 | 494'971 | 414'352 EUR | 421'319 EUR | 100.00% | 100.00% |
15.11.2024 | 1.70% | 83.90 % | 85.31 % | 500'000 | 500'000 | 494'969 | 494'969 | 415'432 EUR | 422'382 EUR | 100.00% | 100.00% |
14.11.2024 | 1.80% | 84.10 % | 85.51 % | 500'000 | 500'000 | 494'927 | 494'927 | 411'068 EUR | 418'361 EUR | 99.10% | 99.10% |
13.11.2024 | 1.75% | 82.60 % | 84.11 % | 500'000 | 500'000 | 494'970 | 494'970 | 413'775 EUR | 420'911 EUR | 100.00% | 100.00% |
12.11.2024 | 1.45% | 84.70 % | 86.11 % | 500'000 | 500'000 | 489'970 | 489'970 | 424'651 EUR | 430'674 EUR | 100.00% | 100.00% |
11.11.2024 | 1.42% | 87.00 % | 88.21 % | 500'000 | 500'000 | 494'938 | 494'938 | 430'054 EUR | 436'072 EUR | 99.32% | 99.32% |
08.11.2024 | 1.41% | 87.30 % | 88.51 % | 500'000 | 500'000 | 494'968 | 494'968 | 430'210 EUR | 436'172 EUR | 100.00% | 100.00% |
07.11.2024 | 1.30% | 89.60 % | 90.61 % | 500'000 | 500'000 | 494'899 | 494'899 | 436'434 EUR | 441'994 EUR | 98.62% | 98.62% |