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 | 0.86% | 92.70 % | 93.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 465'519 EUR | 469'519 EUR | 98.58% | 98.58% |
19.11.2024 | 0.85% | 93.60 % | 94.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 467'913 EUR | 471'913 EUR | 100.00% | 100.00% |
18.11.2024 | 0.85% | 94.20 % | 95.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 470'645 EUR | 474'645 EUR | 100.00% | 100.00% |
15.11.2024 | 0.84% | 94.70 % | 95.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 473'662 EUR | 477'662 EUR | 100.00% | 100.00% |
14.11.2024 | 0.85% | 94.30 % | 95.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 468'625 EUR | 472'625 EUR | 100.00% | 100.00% |
13.11.2024 | 1.07% | 92.50 % | 93.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 466'923 EUR | 471'923 EUR | 100.00% | 100.00% |
12.11.2024 | 0.84% | 94.10 % | 94.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 473'467 EUR | 477'467 EUR | 100.00% | 100.00% |
11.11.2024 | 0.84% | 95.10 % | 95.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 474'089 EUR | 478'089 EUR | 100.00% | 100.00% |
08.11.2024 | 1.05% | 94.00 % | 95.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 471'476 EUR | 476'476 EUR | 100.00% | 100.00% |
07.11.2024 | 1.04% | 95.70 % | 96.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 479'715 EUR | 484'715 EUR | 99.24% | 99.24% |