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 | 1.01% | 78.10 % | 78.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 393'752 EUR | 397'752 EUR | 97.95% | 97.95% |
19.11.2024 | 1.03% | 76.90 % | 77.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 385'316 EUR | 389'316 EUR | 100.00% | 100.00% |
18.11.2024 | 1.00% | 79.00 % | 79.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 396'561 EUR | 400'561 EUR | 100.00% | 100.00% |
15.11.2024 | 1.00% | 79.90 % | 80.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 399'260 EUR | 403'260 EUR | 100.00% | 100.00% |
14.11.2024 | 1.02% | 79.30 % | 80.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 390'459 EUR | 394'459 EUR | 100.00% | 100.00% |
13.11.2024 | 1.04% | 76.60 % | 77.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 382'823 EUR | 386'823 EUR | 100.00% | 100.00% |
12.11.2024 | 1.04% | 75.10 % | 75.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 383'861 EUR | 387'861 EUR | 100.00% | 100.00% |
11.11.2024 | 0.98% | 81.20 % | 82.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 404'445 EUR | 408'445 EUR | 100.00% | 100.00% |
08.11.2024 | 0.98% | 80.60 % | 81.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 407'927 EUR | 411'927 EUR | 100.00% | 100.00% |
07.11.2024 | 0.93% | 86.30 % | 87.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 428'977 EUR | 432'977 EUR | 99.24% | 99.24% |