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 | 0.83% | 95.20 % | 96.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 477'678 EUR | 481'678 EUR | 97.95% | 97.95% |
19.11.2024 | 0.84% | 95.60 % | 96.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 476'702 EUR | 480'702 EUR | 100.00% | 100.00% |
18.11.2024 | 0.83% | 96.20 % | 97.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 479'695 EUR | 483'695 EUR | 100.00% | 100.00% |
15.11.2024 | 0.83% | 95.70 % | 96.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 479'329 EUR | 483'329 EUR | 100.00% | 100.00% |
14.11.2024 | 0.83% | 96.30 % | 97.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 478'288 EUR | 482'288 EUR | 100.00% | 100.00% |
13.11.2024 | 0.84% | 94.40 % | 95.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 472'320 EUR | 476'320 EUR | 100.00% | 100.00% |
12.11.2024 | 0.83% | 94.90 % | 95.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 477'688 EUR | 481'688 EUR | 100.00% | 100.00% |
11.11.2024 | 0.83% | 95.90 % | 96.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 480'516 EUR | 484'516 EUR | 100.00% | 100.00% |
08.11.2024 | 0.83% | 95.60 % | 96.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 478'502 EUR | 482'502 EUR | 100.00% | 100.00% |
07.11.2024 | 0.82% | 96.60 % | 97.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 484'465 EUR | 488'465 EUR | 99.24% | 99.24% |