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 | 0.53% | 93.94 % | 94.44 % | 500'000 | 500'000 | 500'000 | 500'000 | 473'200 EUR | 475'700 EUR | 100.00% | 100.00% |
19.11.2024 | 0.53% | 94.91 % | 95.41 % | 500'000 | 500'000 | 500'000 | 500'000 | 470'624 EUR | 473'124 EUR | 89.36% | 89.36% |
18.11.2024 | 0.52% | 95.97 % | 96.47 % | 500'000 | 500'000 | 500'000 | 500'000 | 478'764 EUR | 481'264 EUR | 99.66% | 99.66% |
15.11.2024 | 0.52% | 95.52 % | 96.02 % | 500'000 | 500'000 | 500'000 | 500'000 | 477'968 EUR | 480'468 EUR | 100.00% | 100.00% |
14.11.2024 | 0.52% | 95.55 % | 96.05 % | 500'000 | 500'000 | 500'000 | 500'000 | 475'094 EUR | 477'594 EUR | 100.00% | 100.00% |
13.11.2024 | 0.53% | 93.44 % | 93.94 % | 500'000 | 500'000 | 500'000 | 500'000 | 469'247 EUR | 471'747 EUR | 100.00% | 100.00% |
12.11.2024 | 0.52% | 94.55 % | 95.05 % | 500'000 | 500'000 | 500'000 | 500'000 | 476'773 EUR | 479'273 EUR | 98.72% | 98.72% |
11.11.2024 | 0.52% | 96.14 % | 96.64 % | 500'000 | 500'000 | 500'000 | 500'000 | 478'032 EUR | 480'532 EUR | 100.00% | 100.00% |
08.11.2024 | 0.52% | 94.74 % | 95.24 % | 500'000 | 500'000 | 500'000 | 500'000 | 475'540 EUR | 478'040 EUR | 99.84% | 99.84% |
07.11.2024 | 0.52% | 96.69 % | 97.19 % | 500'000 | 500'000 | 500'000 | 500'000 | 481'220 EUR | 483'720 EUR | 100.00% | 100.00% |