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 | 0.60% | 81.71 % | 82.21 % | 500'000 | 500'000 | 500'000 | 500'000 | 415'334 EUR | 417'834 EUR | 99.39% | 99.39% |
19.11.2024 | 0.60% | 83.58 % | 84.08 % | 500'000 | 500'000 | 500'000 | 500'000 | 417'434 EUR | 419'934 EUR | 88.75% | 88.75% |
18.11.2024 | 0.60% | 83.41 % | 83.91 % | 500'000 | 500'000 | 500'000 | 500'000 | 418'150 EUR | 420'650 EUR | 99.06% | 99.06% |
15.11.2024 | 0.59% | 83.81 % | 84.31 % | 500'000 | 500'000 | 500'000 | 500'000 | 421'284 EUR | 423'784 EUR | 99.39% | 99.39% |
14.11.2024 | 0.60% | 84.81 % | 85.31 % | 500'000 | 500'000 | 500'000 | 500'000 | 418'132 EUR | 420'632 EUR | 99.39% | 99.39% |
13.11.2024 | 0.59% | 83.44 % | 83.94 % | 500'000 | 500'000 | 500'000 | 500'000 | 422'403 EUR | 424'903 EUR | 99.39% | 99.39% |
12.11.2024 | 0.56% | 85.39 % | 85.89 % | 500'000 | 500'000 | 500'000 | 500'000 | 441'758 EUR | 444'258 EUR | 98.09% | 98.09% |
11.11.2024 | 0.52% | 96.13 % | 96.63 % | 500'000 | 500'000 | 500'000 | 500'000 | 480'851 EUR | 483'351 EUR | 99.39% | 99.39% |
08.11.2024 | 0.52% | 95.27 % | 95.77 % | 500'000 | 500'000 | 500'000 | 500'000 | 476'333 EUR | 478'833 EUR | 99.22% | 99.22% |
07.11.2024 | 0.52% | 95.95 % | 96.45 % | 500'000 | 500'000 | 500'000 | 500'000 | 480'346 EUR | 482'846 EUR | 99.39% | 99.39% |