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 | 0.97% | 86.70 % | 88.40 % | 50'000 | 50'000 | 480'976 | 480'976 | 413'269 EUR | 417'136 EUR | 97.95% | 97.95% |
19.11.2024 | 0.98% | 85.00 % | 86.70 % | 50'000 | 50'000 | 481'480 | 481'480 | 408'907 EUR | 412'777 EUR | 100.00% | 100.00% |
18.11.2024 | 0.96% | 86.60 % | 88.30 % | 50'000 | 50'000 | 481'289 | 481'289 | 418'906 EUR | 422'774 EUR | 100.00% | 100.00% |
15.11.2024 | 0.93% | 89.70 % | 91.40 % | 50'000 | 50'000 | 481'378 | 481'378 | 432'658 EUR | 436'527 EUR | 100.00% | 100.00% |
14.11.2024 | 0.96% | 87.30 % | 89.00 % | 50'000 | 50'000 | 481'501 | 481'501 | 415'241 EUR | 419'112 EUR | 100.00% | 100.00% |
13.11.2024 | 0.95% | 87.30 % | 88.90 % | 50'000 | 50'000 | 481'355 | 481'355 | 421'003 EUR | 424'872 EUR | 99.74% | 99.74% |
12.11.2024 | 0.95% | 86.20 % | 87.90 % | 50'000 | 50'000 | 481'400 | 481'400 | 421'423 EUR | 425'292 EUR | 100.00% | 100.00% |
11.11.2024 | 0.93% | 89.10 % | 90.80 % | 50'000 | 50'000 | 481'309 | 481'309 | 433'358 EUR | 437'227 EUR | 100.00% | 100.00% |
08.11.2024 | 0.92% | 89.50 % | 91.20 % | 50'000 | 50'000 | 481'558 | 481'558 | 437'043 EUR | 440'914 EUR | 100.00% | 100.00% |
07.11.2024 | 0.91% | 91.90 % | 93.60 % | 50'000 | 50'000 | 481'343 | 481'343 | 438'735 EUR | 442'604 EUR | 99.23% | 99.23% |