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 | 0.83% | 96.20 % | 97.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 481'875 EUR | 485'875 EUR | 97.95% | 97.95% |
19.11.2024 | 0.83% | 96.30 % | 97.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 481'017 EUR | 485'017 EUR | 100.00% | 100.00% |
18.11.2024 | 0.82% | 96.70 % | 97.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 483'392 EUR | 487'392 EUR | 100.00% | 100.00% |
15.11.2024 | 0.82% | 96.80 % | 97.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 483'903 EUR | 487'903 EUR | 97.21% | 97.21% |
14.11.2024 | 0.83% | 96.80 % | 97.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 482'478 EUR | 486'478 EUR | 100.00% | 100.00% |
13.11.2024 | 0.83% | 95.90 % | 96.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 481'534 EUR | 485'534 EUR | 100.00% | 100.00% |
12.11.2024 | 0.82% | 96.60 % | 97.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 484'517 EUR | 488'517 EUR | 100.00% | 100.00% |
11.11.2024 | 0.82% | 97.20 % | 98.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 485'280 EUR | 489'280 EUR | 100.00% | 100.00% |
08.11.2024 | 0.82% | 96.70 % | 97.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 484'311 EUR | 488'311 EUR | 100.00% | 100.00% |
07.11.2024 | 0.82% | 97.70 % | 98.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 488'533 EUR | 492'533 EUR | 99.24% | 99.24% |