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 | 0.35% | 87.60 % | 87.91 % | 500'000 | 500'000 | 500'000 | 500'000 | 436'859 EUR | 438'408 EUR | 100.00% | 100.00% |
19.11.2024 | 0.36% | 86.50 % | 86.81 % | 500'000 | 500'000 | 500'000 | 500'000 | 430'009 EUR | 431'559 EUR | 100.00% | 100.00% |
18.11.2024 | 0.36% | 87.40 % | 87.71 % | 500'000 | 500'000 | 500'000 | 500'000 | 434'876 EUR | 436'426 EUR | 100.00% | 100.00% |
15.11.2024 | 0.36% | 85.50 % | 85.81 % | 500'000 | 500'000 | 500'000 | 500'000 | 427'004 EUR | 428'552 EUR | 100.00% | 100.00% |
14.11.2024 | 0.36% | 85.50 % | 85.81 % | 500'000 | 500'000 | 500'000 | 500'000 | 426'997 EUR | 428'547 EUR | 99.10% | 99.10% |
13.11.2024 | 0.42% | 83.70 % | 84.01 % | 500'000 | 500'000 | 500'000 | 500'000 | 420'678 EUR | 422'425 EUR | 100.00% | 100.00% |
12.11.2024 | 0.36% | 85.10 % | 85.41 % | 500'000 | 500'000 | 500'000 | 500'000 | 428'915 EUR | 430'465 EUR | 100.00% | 100.00% |
11.11.2024 | 0.36% | 86.10 % | 86.41 % | 500'000 | 500'000 | 500'000 | 500'000 | 431'733 EUR | 433'283 EUR | 100.00% | 100.00% |
08.11.2024 | 0.36% | 86.20 % | 86.51 % | 500'000 | 500'000 | 500'000 | 500'000 | 434'245 EUR | 435'795 EUR | 100.00% | 100.00% |
07.11.2024 | 0.36% | 87.90 % | 88.21 % | 500'000 | 500'000 | 500'000 | 500'000 | 431'595 EUR | 433'145 EUR | 100.00% | 100.00% |