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 | 0.86% | 92.90 % | 93.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 464'136 EUR | 468'136 EUR | 97.94% | 97.94% |
19.11.2024 | 0.87% | 92.40 % | 93.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 459'603 EUR | 463'603 EUR | 100.00% | 100.00% |
18.11.2024 | 1.08% | 92.80 % | 93.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 462'421 EUR | 467'421 EUR | 100.00% | 100.00% |
15.11.2024 | 1.09% | 91.20 % | 92.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 456'173 EUR | 461'173 EUR | 100.00% | 100.00% |
14.11.2024 | 0.87% | 91.50 % | 92.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 456'924 EUR | 460'924 EUR | 100.00% | 100.00% |
13.11.2024 | 0.88% | 89.80 % | 90.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 450'587 EUR | 454'587 EUR | 100.00% | 100.00% |
12.11.2024 | 1.09% | 90.70 % | 91.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 456'612 EUR | 461'612 EUR | 100.00% | 100.00% |
11.11.2024 | 1.08% | 91.90 % | 92.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 460'615 EUR | 465'615 EUR | 100.00% | 100.00% |
08.11.2024 | 0.87% | 91.30 % | 92.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 459'757 EUR | 463'757 EUR | 100.00% | 100.00% |
07.11.2024 | 0.87% | 93.00 % | 93.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 458'343 EUR | 462'343 EUR | 99.23% | 99.23% |