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 | 0.85% | 93.80 % | 94.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 470'217 EUR | 474'217 EUR | 97.95% | 97.95% |
19.11.2024 | 0.85% | 93.70 % | 94.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 466'553 EUR | 470'553 EUR | 100.00% | 100.00% |
18.11.2024 | 0.85% | 94.30 % | 95.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 470'122 EUR | 474'122 EUR | 100.00% | 100.00% |
15.11.2024 | 0.85% | 93.50 % | 94.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 468'654 EUR | 472'654 EUR | 100.00% | 100.00% |
14.11.2024 | 0.85% | 93.80 % | 94.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 468'165 EUR | 472'165 EUR | 100.00% | 100.00% |
13.11.2024 | 0.86% | 92.50 % | 93.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 463'629 EUR | 467'629 EUR | 100.00% | 100.00% |
12.11.2024 | 0.85% | 92.90 % | 93.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 467'890 EUR | 471'890 EUR | 100.00% | 100.00% |
11.11.2024 | 0.84% | 94.40 % | 95.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 473'098 EUR | 477'098 EUR | 100.00% | 100.00% |
08.11.2024 | 0.84% | 94.10 % | 94.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 472'917 EUR | 476'917 EUR | 100.00% | 100.00% |
07.11.2024 | 0.84% | 95.20 % | 96.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 471'850 EUR | 475'850 EUR | 99.23% | 99.23% |