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 | 0.82% | 96.20 % | 97.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 482'985 EUR | 486'985 EUR | 97.94% | 97.94% |
19.11.2024 | 0.82% | 96.50 % | 97.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 483'455 EUR | 487'455 EUR | 100.00% | 100.00% |
18.11.2024 | 1.03% | 96.70 % | 97.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 481'481 EUR | 486'481 EUR | 100.00% | 100.00% |
15.11.2024 | 1.02% | 97.30 % | 98.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 488'846 EUR | 493'846 EUR | 100.00% | 100.00% |
14.11.2024 | 0.81% | 99.10 % | 99.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 493'692 EUR | 497'692 EUR | 100.00% | 100.00% |
13.11.2024 | 0.82% | 96.80 % | 97.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 483'840 EUR | 487'840 EUR | 100.00% | 100.00% |
12.11.2024 | 1.02% | 97.10 % | 98.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 486'608 EUR | 491'608 EUR | 100.00% | 100.00% |
11.11.2024 | 1.03% | 96.90 % | 97.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 484'773 EUR | 489'773 EUR | 100.00% | 100.00% |
08.11.2024 | 0.83% | 96.30 % | 97.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 482'254 EUR | 486'254 EUR | 100.00% | 100.00% |
07.11.2024 | 0.83% | 96.50 % | 97.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 481'497 EUR | 485'497 EUR | 99.23% | 99.23% |