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 | 0.83% | 95.50 % | 96.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 478'489 EUR | 482'489 EUR | 97.94% | 97.94% |
19.11.2024 | 0.83% | 96.00 % | 96.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 479'191 EUR | 483'191 EUR | 100.00% | 100.00% |
18.11.2024 | 1.03% | 96.50 % | 97.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 482'449 EUR | 487'449 EUR | 100.00% | 100.00% |
15.11.2024 | 1.02% | 96.80 % | 97.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 487'018 EUR | 492'018 EUR | 100.00% | 100.00% |
14.11.2024 | 0.81% | 98.70 % | 99.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 491'384 EUR | 495'384 EUR | 100.00% | 100.00% |
13.11.2024 | 0.81% | 97.30 % | 98.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 489'540 EUR | 493'540 EUR | 100.00% | 100.00% |
12.11.2024 | 1.00% | 99.30 % | 100.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 497'466 EUR | 502'466 EUR | 100.00% | 100.00% |
11.11.2024 | 1.01% | 98.50 % | 99.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 491'656 EUR | 496'656 EUR | 100.00% | 100.00% |
08.11.2024 | 0.82% | 97.00 % | 97.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 485'235 EUR | 489'235 EUR | 100.00% | 100.00% |
07.11.2024 | 0.82% | 97.30 % | 98.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 487'557 EUR | 491'557 EUR | 99.76% | 99.76% |