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 | 1.08% | 91.80 % | 92.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 460'814 EUR | 465'814 EUR | 97.95% | 97.95% |
19.11.2024 | 1.09% | 91.50 % | 92.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 457'218 EUR | 462'218 EUR | 100.00% | 100.00% |
18.11.2024 | 0.86% | 93.00 % | 93.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 464'386 EUR | 468'386 EUR | 100.00% | 100.00% |
15.11.2024 | 0.85% | 93.00 % | 93.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 466'011 EUR | 470'011 EUR | 100.00% | 100.00% |
14.11.2024 | 1.08% | 92.70 % | 93.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 460'601 EUR | 465'601 EUR | 100.00% | 100.00% |
13.11.2024 | 1.09% | 91.00 % | 92.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 454'334 EUR | 459'334 EUR | 100.00% | 100.00% |
12.11.2024 | 0.87% | 90.70 % | 91.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 458'642 EUR | 462'642 EUR | 100.00% | 100.00% |
11.11.2024 | 0.85% | 93.60 % | 94.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 467'810 EUR | 471'810 EUR | 100.00% | 100.00% |
08.11.2024 | 1.06% | 93.80 % | 94.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 469'780 EUR | 474'780 EUR | 100.00% | 100.00% |
07.11.2024 | 1.05% | 95.60 % | 96.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 475'873 EUR | 480'873 EUR | 99.24% | 99.24% |