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% | 83.19 % | 83.69 % | 500'000 | 500'000 | 500'000 | 500'000 | 420'856 EUR | 423'356 EUR | 100.00% | 100.00% |
19.11.2024 | 0.59% | 83.99 % | 84.49 % | 500'000 | 500'000 | 500'000 | 500'000 | 419'834 EUR | 422'334 EUR | 89.38% | 89.38% |
18.11.2024 | 0.59% | 84.12 % | 84.62 % | 500'000 | 500'000 | 500'000 | 500'000 | 421'567 EUR | 424'067 EUR | 99.67% | 99.67% |
15.11.2024 | 0.59% | 84.15 % | 84.65 % | 500'000 | 500'000 | 500'000 | 500'000 | 422'036 EUR | 424'536 EUR | 100.00% | 100.00% |
14.11.2024 | 0.59% | 85.01 % | 85.51 % | 500'000 | 500'000 | 500'000 | 500'000 | 420'007 EUR | 422'507 EUR | 100.00% | 100.00% |
13.11.2024 | 0.59% | 84.51 % | 85.01 % | 500'000 | 500'000 | 500'000 | 500'000 | 425'352 EUR | 427'852 EUR | 100.00% | 100.00% |
12.11.2024 | 0.57% | 86.20 % | 86.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 440'347 EUR | 442'847 EUR | 98.71% | 98.71% |
11.11.2024 | 0.54% | 92.67 % | 93.17 % | 500'000 | 500'000 | 500'000 | 500'000 | 463'735 EUR | 466'235 EUR | 100.00% | 100.00% |
08.11.2024 | 0.54% | 91.99 % | 92.49 % | 500'000 | 500'000 | 500'000 | 500'000 | 461'230 EUR | 463'730 EUR | 99.84% | 99.84% |
07.11.2024 | 0.53% | 93.53 % | 94.03 % | 500'000 | 500'000 | 500'000 | 500'000 | 466'813 EUR | 469'313 EUR | 100.00% | 100.00% |