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 | 0.55% | 91.30 % | 91.80 % | 50'000 | 50'000 | 486'195 | 486'195 | 441'830 EUR | 444'261 EUR | 98.21% | 98.21% |
19.11.2024 | 0.56% | 90.10 % | 90.60 % | 50'000 | 50'000 | 486'052 | 486'052 | 431'081 EUR | 433'512 EUR | 98.90% | 98.90% |
18.11.2024 | 0.57% | 87.90 % | 88.40 % | 50'000 | 50'000 | 486'978 | 486'978 | 430'127 EUR | 432'563 EUR | 98.69% | 98.69% |
15.11.2024 | 0.56% | 89.40 % | 89.90 % | 50'000 | 50'000 | 486'031 | 486'031 | 437'859 EUR | 440'290 EUR | 98.90% | 98.90% |
14.11.2024 | 0.54% | 92.50 % | 93.00 % | 50'000 | 50'000 | 486'812 | 486'812 | 450'899 EUR | 453'334 EUR | 97.80% | 97.80% |
13.11.2024 | 0.54% | 93.10 % | 93.70 % | 50'000 | 50'000 | 487'747 | 487'747 | 450'697 EUR | 453'137 EUR | 98.52% | 98.52% |
12.11.2024 | 0.54% | 92.50 % | 93.10 % | 50'000 | 50'000 | 487'979 | 487'979 | 452'302 EUR | 454'742 EUR | 98.47% | 98.47% |
11.11.2024 | 0.54% | 94.00 % | 94.60 % | 50'000 | 50'000 | 485'936 | 485'936 | 454'208 EUR | 456'639 EUR | 98.92% | 98.92% |
08.11.2024 | 0.54% | 92.10 % | 92.70 % | 50'000 | 50'000 | 496'265 | 496'265 | 455'264 EUR | 457'745 EUR | 96.64% | 96.64% |
07.11.2024 | 0.55% | 91.30 % | 91.90 % | 50'000 | 50'000 | 486'185 | 486'185 | 444'480 EUR | 446'912 EUR | 98.07% | 98.07% |