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 | 0.34% | 89.90 % | 90.21 % | 500'000 | 500'000 | 500'000 | 500'000 | 451'063 EUR | 452'613 EUR | 99.37% | 99.37% |
19.11.2024 | 0.34% | 90.70 % | 91.01 % | 500'000 | 500'000 | 500'000 | 500'000 | 452'171 EUR | 453'721 EUR | 100.00% | 100.00% |
18.11.2024 | 0.34% | 90.50 % | 90.81 % | 500'000 | 500'000 | 500'000 | 500'000 | 451'700 EUR | 453'250 EUR | 100.00% | 100.00% |
15.11.2024 | 0.55% | 90.10 % | 90.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 455'832 EUR | 458'332 EUR | 100.00% | 100.00% |
14.11.2024 | 0.33% | 92.90 % | 93.21 % | 500'000 | 500'000 | 500'000 | 500'000 | 462'706 EUR | 464'256 EUR | 99.10% | 99.10% |
13.11.2024 | 0.34% | 91.90 % | 92.21 % | 500'000 | 500'000 | 500'000 | 500'000 | 461'794 EUR | 463'344 EUR | 100.00% | 100.00% |
12.11.2024 | 0.33% | 93.90 % | 94.21 % | 500'000 | 500'000 | 500'000 | 500'000 | 469'838 EUR | 471'388 EUR | 100.00% | 100.00% |
11.11.2024 | 0.33% | 94.00 % | 94.31 % | 500'000 | 500'000 | 500'000 | 500'000 | 468'796 EUR | 470'346 EUR | 100.00% | 100.00% |
08.11.2024 | 0.33% | 93.00 % | 93.31 % | 500'000 | 500'000 | 500'000 | 500'000 | 464'736 EUR | 466'286 EUR | 100.00% | 100.00% |
07.11.2024 | 0.33% | 92.70 % | 93.01 % | 500'000 | 500'000 | 500'000 | 500'000 | 463'516 EUR | 465'066 EUR | 99.24% | 99.24% |