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% | 94.20 % | 95.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 472'435 EUR | 476'435 EUR | 97.94% | 97.94% |
19.11.2024 | 0.85% | 93.90 % | 94.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 469'391 EUR | 473'391 EUR | 100.00% | 100.00% |
18.11.2024 | 0.84% | 95.00 % | 95.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 474'156 EUR | 478'156 EUR | 100.00% | 100.00% |
15.11.2024 | 0.84% | 95.10 % | 95.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 475'704 EUR | 479'704 EUR | 100.00% | 100.00% |
14.11.2024 | 0.84% | 95.00 % | 95.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 472'831 EUR | 476'831 EUR | 100.00% | 100.00% |
13.11.2024 | 0.85% | 93.80 % | 94.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 467'814 EUR | 471'814 EUR | 100.00% | 100.00% |
12.11.2024 | 0.85% | 93.10 % | 93.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 468'730 EUR | 472'730 EUR | 100.00% | 100.00% |
11.11.2024 | 0.83% | 95.50 % | 96.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 478'187 EUR | 482'187 EUR | 100.00% | 100.00% |
08.11.2024 | 0.84% | 95.30 % | 96.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 476'931 EUR | 480'931 EUR | 100.00% | 100.00% |
07.11.2024 | 0.83% | 96.90 % | 97.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 482'595 EUR | 486'595 EUR | 99.23% | 99.23% |