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 | 0.86% | 91.80 % | 92.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 462'950 EUR | 466'950 EUR | 97.95% | 97.95% |
19.11.2024 | 1.07% | 93.00 % | 94.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 465'735 EUR | 470'735 EUR | 99.84% | 99.84% |
18.11.2024 | 1.06% | 94.00 % | 95.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 468'965 EUR | 473'965 EUR | 99.65% | 99.65% |
15.11.2024 | 0.84% | 95.30 % | 96.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 475'608 EUR | 479'608 EUR | 100.00% | 100.00% |
14.11.2024 | 0.86% | 94.20 % | 95.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 465'845 EUR | 469'845 EUR | 100.00% | 100.00% |
13.11.2024 | 1.07% | 91.20 % | 92.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 465'898 EUR | 470'898 EUR | 98.05% | 98.05% |
12.11.2024 | 0.83% | 94.90 % | 95.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 479'924 EUR | 483'924 EUR | 99.41% | 99.41% |
11.11.2024 | 0.83% | 96.30 % | 97.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 479'400 EUR | 483'400 EUR | 100.00% | 100.00% |
08.11.2024 | 1.05% | 94.10 % | 95.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 472'440 EUR | 477'440 EUR | 100.00% | 100.00% |
07.11.2024 | 1.03% | 96.40 % | 97.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 481'934 EUR | 486'934 EUR | 99.23% | 99.23% |