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 | 0.54% | 92.71 % | 93.21 % | 500'000 | 500'000 | 500'000 | 500'000 | 465'418 EUR | 467'918 EUR | 100.00% | 100.00% |
19.11.2024 | 0.54% | 93.39 % | 93.89 % | 500'000 | 500'000 | 500'000 | 500'000 | 462'043 EUR | 464'543 EUR | 89.38% | 89.38% |
18.11.2024 | 0.52% | 95.23 % | 95.73 % | 500'000 | 500'000 | 500'000 | 500'000 | 475'612 EUR | 478'112 EUR | 99.68% | 99.68% |
15.11.2024 | 0.52% | 95.30 % | 95.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 477'971 EUR | 480'471 EUR | 100.00% | 100.00% |
14.11.2024 | 0.52% | 95.89 % | 96.39 % | 500'000 | 500'000 | 500'000 | 500'000 | 476'395 EUR | 478'895 EUR | 100.00% | 100.00% |
13.11.2024 | 0.53% | 93.47 % | 93.97 % | 500'000 | 500'000 | 500'000 | 500'000 | 468'366 EUR | 470'866 EUR | 100.00% | 100.00% |
12.11.2024 | 0.53% | 94.05 % | 94.55 % | 500'000 | 500'000 | 500'000 | 500'000 | 473'675 EUR | 476'175 EUR | 98.75% | 98.75% |
11.11.2024 | 0.52% | 95.73 % | 96.23 % | 500'000 | 500'000 | 500'000 | 500'000 | 475'002 EUR | 477'502 EUR | 100.00% | 100.00% |
08.11.2024 | 0.53% | 93.94 % | 94.44 % | 500'000 | 500'000 | 500'000 | 500'000 | 471'824 EUR | 474'324 EUR | 99.85% | 99.85% |
07.11.2024 | 0.51% | 97.04 % | 97.54 % | 500'000 | 500'000 | 500'000 | 500'000 | 484'750 EUR | 487'250 EUR | 100.00% | 100.00% |