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 | 0.88% | 90.20 % | 91.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 453'074 EUR | 457'074 EUR | 98.58% | 98.58% |
19.11.2024 | 0.88% | 90.40 % | 91.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 451'233 EUR | 455'233 EUR | 100.00% | 100.00% |
18.11.2024 | 0.87% | 91.30 % | 92.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 458'041 EUR | 462'041 EUR | 100.00% | 100.00% |
15.11.2024 | 0.86% | 92.20 % | 93.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 462'460 EUR | 466'460 EUR | 100.00% | 100.00% |
14.11.2024 | 0.85% | 93.60 % | 94.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 467'481 EUR | 471'481 EUR | 100.00% | 100.00% |
13.11.2024 | 1.07% | 92.80 % | 93.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 464'938 EUR | 469'938 EUR | 100.00% | 100.00% |
12.11.2024 | 0.85% | 93.20 % | 94.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 468'287 EUR | 472'287 EUR | 100.00% | 100.00% |
11.11.2024 | 0.84% | 94.90 % | 95.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 474'581 EUR | 478'581 EUR | 100.00% | 100.00% |
08.11.2024 | 1.05% | 94.40 % | 95.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 472'022 EUR | 477'022 EUR | 100.00% | 100.00% |
07.11.2024 | 1.04% | 95.90 % | 96.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 477'040 EUR | 482'040 EUR | 99.23% | 99.23% |