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 | 1.22% | 81.20 % | 82.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 407'818 EUR | 412'818 EUR | 98.58% | 98.58% |
19.11.2024 | 0.98% | 81.10 % | 81.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 405'249 EUR | 409'249 EUR | 100.00% | 100.00% |
18.11.2024 | 0.95% | 83.00 % | 83.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 418'001 EUR | 422'001 EUR | 100.00% | 100.00% |
15.11.2024 | 1.15% | 85.30 % | 86.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 432'930 EUR | 437'930 EUR | 100.00% | 100.00% |
14.11.2024 | 1.13% | 88.50 % | 89.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 439'180 EUR | 444'180 EUR | 100.00% | 100.00% |
13.11.2024 | 0.91% | 85.90 % | 86.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 436'922 EUR | 440'922 EUR | 100.00% | 100.00% |
12.11.2024 | 0.88% | 89.90 % | 90.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 453'581 EUR | 457'581 EUR | 100.00% | 100.00% |
11.11.2024 | 1.12% | 88.80 % | 89.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 444'200 EUR | 449'200 EUR | 100.00% | 100.00% |
08.11.2024 | 1.15% | 86.60 % | 87.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 433'314 EUR | 438'314 EUR | 100.00% | 100.00% |
07.11.2024 | 0.90% | 87.60 % | 88.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 440'672 EUR | 444'672 EUR | 100.00% | 100.00% |