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% | 94.00 % | 94.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 472'512 EUR | 476'512 EUR | 97.94% | 97.94% |
19.11.2024 | 0.85% | 94.30 % | 95.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 470'026 EUR | 474'026 EUR | 100.00% | 100.00% |
18.11.2024 | 0.84% | 95.20 % | 96.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 475'444 EUR | 479'444 EUR | 100.00% | 100.00% |
15.11.2024 | 0.83% | 95.40 % | 96.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 477'563 EUR | 481'563 EUR | 100.00% | 100.00% |
14.11.2024 | 1.06% | 94.20 % | 95.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 468'330 EUR | 473'330 EUR | 100.00% | 100.00% |
13.11.2024 | 0.84% | 94.50 % | 95.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 476'182 EUR | 480'182 EUR | 100.00% | 100.00% |
12.11.2024 | 0.82% | 96.10 % | 96.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 483'994 EUR | 487'994 EUR | 100.00% | 100.00% |
11.11.2024 | 1.03% | 97.00 % | 98.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 483'314 EUR | 488'314 EUR | 100.00% | 100.00% |
08.11.2024 | 1.04% | 95.70 % | 96.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 480'251 EUR | 485'251 EUR | 100.00% | 100.00% |
07.11.2024 | 0.82% | 97.50 % | 98.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 488'126 EUR | 492'126 EUR | 99.23% | 99.23% |