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 | 0.33% | 91.90 % | 92.21 % | 500'000 | 500'000 | 500'000 | 500'000 | 461'716 EUR | 463'265 EUR | 99.37% | 99.37% |
19.11.2024 | 0.34% | 90.90 % | 91.21 % | 500'000 | 500'000 | 500'000 | 500'000 | 455'556 EUR | 457'106 EUR | 100.00% | 100.00% |
18.11.2024 | 0.33% | 92.50 % | 92.81 % | 500'000 | 500'000 | 500'000 | 500'000 | 463'781 EUR | 465'331 EUR | 100.00% | 100.00% |
15.11.2024 | 0.54% | 93.00 % | 93.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 464'818 EUR | 467'318 EUR | 100.00% | 100.00% |
14.11.2024 | 0.34% | 92.90 % | 93.21 % | 500'000 | 500'000 | 500'000 | 500'000 | 460'486 EUR | 462'036 EUR | 99.10% | 99.10% |
13.11.2024 | 0.34% | 90.70 % | 91.01 % | 500'000 | 500'000 | 500'000 | 500'000 | 453'914 EUR | 455'464 EUR | 100.00% | 100.00% |
12.11.2024 | 0.34% | 90.70 % | 91.01 % | 500'000 | 500'000 | 500'000 | 500'000 | 458'894 EUR | 460'444 EUR | 100.00% | 100.00% |
11.11.2024 | 0.33% | 94.60 % | 94.91 % | 500'000 | 500'000 | 500'000 | 500'000 | 472'079 EUR | 473'629 EUR | 100.00% | 100.00% |
08.11.2024 | 0.33% | 93.90 % | 94.21 % | 500'000 | 500'000 | 500'000 | 500'000 | 472'463 EUR | 474'013 EUR | 100.00% | 100.00% |
07.11.2024 | 0.32% | 97.10 % | 97.41 % | 500'000 | 500'000 | 500'000 | 500'000 | 484'082 EUR | 485'632 EUR | 99.23% | 99.23% |