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 | 1.63% | 85.50 % | 86.91 % | 500'000 | 500'000 | 500'000 | 500'000 | 429'552 EUR | 436'601 EUR | 99.37% | 99.37% |
19.11.2024 | 1.64% | 85.50 % | 86.91 % | 500'000 | 500'000 | 500'000 | 500'000 | 425'940 EUR | 432'975 EUR | 100.00% | 100.00% |
18.11.2024 | 1.51% | 86.10 % | 87.41 % | 500'000 | 500'000 | 500'000 | 500'000 | 431'434 EUR | 437'988 EUR | 100.00% | 100.00% |
15.11.2024 | 1.41% | 87.40 % | 88.71 % | 500'000 | 500'000 | 500'000 | 500'000 | 439'106 EUR | 445'356 EUR | 100.00% | 100.00% |
14.11.2024 | 1.36% | 88.90 % | 90.11 % | 500'000 | 500'000 | 500'000 | 500'000 | 444'163 EUR | 450'245 EUR | 99.10% | 99.10% |
13.11.2024 | 1.40% | 87.90 % | 89.21 % | 500'000 | 500'000 | 500'000 | 500'000 | 441'826 EUR | 448'069 EUR | 100.00% | 100.00% |
12.11.2024 | 1.23% | 89.50 % | 90.71 % | 500'000 | 500'000 | 493'892 | 493'892 | 446'479 EUR | 452'016 EUR | 100.00% | 100.00% |
11.11.2024 | 1.12% | 91.10 % | 92.11 % | 500'000 | 500'000 | 500'000 | 500'000 | 455'506 EUR | 460'655 EUR | 100.00% | 100.00% |
08.11.2024 | 1.17% | 91.10 % | 92.21 % | 500'000 | 500'000 | 500'000 | 500'000 | 457'758 EUR | 463'158 EUR | 100.00% | 100.00% |
07.11.2024 | 0.98% | 92.90 % | 93.81 % | 500'000 | 500'000 | 500'000 | 500'000 | 464'971 EUR | 469'543 EUR | 99.24% | 99.24% |