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% | 94.40 % | 95.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 473'252 EUR | 477'252 EUR | 97.95% | 97.95% |
19.11.2024 | 1.05% | 94.80 % | 95.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 472'238 EUR | 477'238 EUR | 100.00% | 100.00% |
18.11.2024 | 1.04% | 95.70 % | 96.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 478'823 EUR | 483'823 EUR | 100.00% | 100.00% |
15.11.2024 | 0.83% | 96.00 % | 96.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 482'070 EUR | 486'070 EUR | 100.00% | 100.00% |
14.11.2024 | 0.82% | 97.30 % | 98.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 483'302 EUR | 487'302 EUR | 100.00% | 100.00% |
13.11.2024 | 1.04% | 95.40 % | 96.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 479'804 EUR | 484'804 EUR | 100.00% | 100.00% |
12.11.2024 | 1.02% | 97.90 % | 98.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 489'981 EUR | 494'981 EUR | 100.00% | 100.00% |
11.11.2024 | 0.82% | 97.00 % | 97.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 483'512 EUR | 487'512 EUR | 100.00% | 100.00% |
08.11.2024 | 0.84% | 94.80 % | 95.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 474'344 EUR | 478'344 EUR | 100.00% | 100.00% |
07.11.2024 | 1.05% | 94.80 % | 95.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 475'223 EUR | 480'223 EUR | 99.23% | 99.23% |