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 | 1.09% | 90.00 % | 91.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 455'750 EUR | 460'750 EUR | 97.94% | 97.94% |
19.11.2024 | 1.09% | 91.50 % | 92.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 455'807 EUR | 460'807 EUR | 100.00% | 100.00% |
18.11.2024 | 1.09% | 91.70 % | 92.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 457'034 EUR | 462'034 EUR | 100.00% | 100.00% |
15.11.2024 | 1.08% | 91.60 % | 92.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 462'575 EUR | 467'575 EUR | 100.00% | 100.00% |
14.11.2024 | 1.07% | 92.90 % | 93.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 463'646 EUR | 468'646 EUR | 100.00% | 100.00% |
13.11.2024 | 1.08% | 91.90 % | 92.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 460'978 EUR | 465'978 EUR | 100.00% | 100.00% |
12.11.2024 | 1.07% | 92.60 % | 93.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 464'918 EUR | 469'918 EUR | 100.00% | 100.00% |
11.11.2024 | 1.05% | 95.00 % | 96.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 475'887 EUR | 480'887 EUR | 100.00% | 100.00% |
08.11.2024 | 1.05% | 94.70 % | 95.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 475'770 EUR | 480'770 EUR | 100.00% | 100.00% |
07.11.2024 | 1.05% | 94.80 % | 95.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 472'438 EUR | 477'438 EUR | 99.23% | 99.23% |