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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22.11.2024 | 0.84% | 95.10 % | 95.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 472'666 EUR | 476'666 EUR | 100.00% | 100.00% |
20.11.2024 | 0.83% | 95.10 % | 95.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 477'447 EUR | 481'447 EUR | 97.95% | 97.95% |
19.11.2024 | 0.83% | 95.90 % | 96.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 480'038 EUR | 484'038 EUR | 99.93% | 99.93% |
18.11.2024 | 0.82% | 96.90 % | 97.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 485'690 EUR | 489'690 EUR | 99.65% | 99.65% |
15.11.2024 | 0.82% | 97.30 % | 98.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 486'491 EUR | 490'491 EUR | 100.00% | 100.00% |
14.11.2024 | 0.83% | 96.80 % | 97.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 481'578 EUR | 485'578 EUR | 100.00% | 100.00% |
13.11.2024 | 0.83% | 95.50 % | 96.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 478'252 EUR | 482'252 EUR | 98.05% | 98.05% |
12.11.2024 | 1.03% | 96.00 % | 97.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 484'648 EUR | 489'648 EUR | 99.41% | 99.41% |
11.11.2024 | 1.03% | 97.40 % | 98.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 485'125 EUR | 490'125 EUR | 100.00% | 100.00% |
08.11.2024 | 0.83% | 95.40 % | 96.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 478'188 EUR | 482'188 EUR | 100.00% | 100.00% |