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 | 0.84% | 94.50 % | 95.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 473'583 EUR | 477'583 EUR | 98.58% | 98.58% |
19.11.2024 | 0.85% | 94.30 % | 95.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 470'627 EUR | 474'627 EUR | 100.00% | 100.00% |
18.11.2024 | 0.84% | 95.10 % | 95.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 474'462 EUR | 478'462 EUR | 100.00% | 100.00% |
15.11.2024 | 0.84% | 94.90 % | 95.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 474'985 EUR | 478'985 EUR | 100.00% | 100.00% |
14.11.2024 | 0.84% | 95.10 % | 95.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 472'995 EUR | 476'995 EUR | 100.00% | 100.00% |
13.11.2024 | 0.85% | 94.10 % | 94.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 468'288 EUR | 472'288 EUR | 100.00% | 100.00% |
12.11.2024 | 0.85% | 92.90 % | 93.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 469'090 EUR | 473'090 EUR | 100.00% | 100.00% |
11.11.2024 | 0.83% | 96.20 % | 97.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 482'536 EUR | 486'536 EUR | 100.00% | 100.00% |
08.11.2024 | 0.83% | 96.50 % | 97.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 481'424 EUR | 485'424 EUR | 100.00% | 100.00% |
07.11.2024 | 0.82% | 97.40 % | 98.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 485'984 EUR | 489'984 EUR | 99.24% | 99.24% |