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% | 96.40 % | 97.21 % | 500'000 | 500'000 | 500'000 | 500'000 | 485'009 EUR | 489'058 EUR | 97.95% | 97.95% |
19.11.2024 | 0.83% | 96.70 % | 97.51 % | 500'000 | 500'000 | 500'000 | 500'000 | 483'011 EUR | 487'061 EUR | 100.00% | 100.00% |
18.11.2024 | 0.83% | 96.70 % | 97.51 % | 500'000 | 500'000 | 500'000 | 500'000 | 484'011 EUR | 488'061 EUR | 100.00% | 100.00% |
15.11.2024 | 0.83% | 97.50 % | 98.31 % | 500'000 | 500'000 | 500'000 | 500'000 | 488'519 EUR | 492'568 EUR | 100.00% | 100.00% |
14.11.2024 | 0.83% | 97.70 % | 98.51 % | 500'000 | 500'000 | 500'000 | 500'000 | 487'211 EUR | 491'261 EUR | 100.00% | 100.00% |
13.11.2024 | 0.83% | 96.70 % | 97.51 % | 500'000 | 500'000 | 500'000 | 500'000 | 485'760 EUR | 489'810 EUR | 100.00% | 100.00% |
12.11.2024 | 0.82% | 97.70 % | 98.51 % | 500'000 | 500'000 | 500'000 | 500'000 | 490'076 EUR | 494'126 EUR | 100.00% | 100.00% |
11.11.2024 | 0.82% | 98.60 % | 99.41 % | 500'000 | 500'000 | 500'000 | 500'000 | 492'034 EUR | 496'084 EUR | 100.00% | 100.00% |
08.11.2024 | 0.83% | 97.40 % | 98.21 % | 500'000 | 500'000 | 500'000 | 500'000 | 487'137 EUR | 491'187 EUR | 100.00% | 100.00% |
07.11.2024 | 0.83% | 97.40 % | 98.21 % | 500'000 | 500'000 | 500'000 | 500'000 | 487'477 EUR | 491'527 EUR | 99.23% | 99.23% |