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 | 0.91% | 86.50 % | 87.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 438'705 EUR | 442'705 EUR | 98.58% | 98.58% |
19.11.2024 | 0.90% | 88.10 % | 88.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 440'504 EUR | 444'504 EUR | 100.00% | 100.00% |
18.11.2024 | 0.91% | 87.70 % | 88.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 439'280 EUR | 443'280 EUR | 100.00% | 100.00% |
15.11.2024 | 0.90% | 87.70 % | 88.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 440'845 EUR | 444'845 EUR | 100.00% | 100.00% |
14.11.2024 | 0.90% | 88.60 % | 89.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 440'860 EUR | 444'860 EUR | 99.75% | 99.75% |
13.11.2024 | 1.12% | 87.80 % | 88.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 443'017 EUR | 448'017 EUR | 100.00% | 100.00% |
12.11.2024 | 0.87% | 90.00 % | 90.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 458'543 EUR | 462'543 EUR | 100.00% | 100.00% |
11.11.2024 | 0.82% | 97.10 % | 97.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 486'533 EUR | 490'533 EUR | 100.00% | 100.00% |
08.11.2024 | 1.04% | 95.70 % | 96.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 479'233 EUR | 484'233 EUR | 100.00% | 100.00% |
07.11.2024 | 1.03% | 96.50 % | 97.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 482'175 EUR | 487'175 EUR | 99.23% | 99.23% |