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 | 0.55% | 89.08 % | 89.58 % | 500'000 | 500'000 | 500'000 | 500'000 | 450'701 EUR | 453'201 EUR | 100.00% | 100.00% |
19.11.2024 | 0.55% | 90.46 % | 90.96 % | 500'000 | 500'000 | 500'000 | 500'000 | 451'161 EUR | 453'661 EUR | 89.39% | 89.39% |
18.11.2024 | 0.55% | 90.82 % | 91.32 % | 500'000 | 500'000 | 500'000 | 500'000 | 454'030 EUR | 456'530 EUR | 99.66% | 99.66% |
15.11.2024 | 0.55% | 90.82 % | 91.32 % | 500'000 | 500'000 | 500'000 | 500'000 | 454'903 EUR | 457'403 EUR | 100.00% | 100.00% |
14.11.2024 | 0.55% | 91.12 % | 91.62 % | 500'000 | 500'000 | 500'000 | 500'000 | 451'998 EUR | 454'498 EUR | 100.00% | 100.00% |
13.11.2024 | 0.54% | 90.79 % | 91.29 % | 500'000 | 500'000 | 500'000 | 500'000 | 457'694 EUR | 460'194 EUR | 100.00% | 100.00% |
12.11.2024 | 0.53% | 92.84 % | 93.34 % | 500'000 | 500'000 | 500'000 | 500'000 | 473'607 EUR | 476'107 EUR | 98.72% | 98.72% |
11.11.2024 | 0.51% | 98.66 % | 99.16 % | 500'000 | 500'000 | 500'000 | 500'000 | 492'215 EUR | 494'715 EUR | 100.00% | 100.00% |
08.11.2024 | 0.51% | 97.33 % | 97.83 % | 500'000 | 500'000 | 500'000 | 500'000 | 487'888 EUR | 490'388 EUR | 99.83% | 99.83% |
07.11.2024 | 0.51% | 97.76 % | 98.26 % | 500'000 | 500'000 | 500'000 | 500'000 | 487'855 EUR | 490'355 EUR | 100.00% | 100.00% |