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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22.11.2024 | 1.08% | 92.40 % | 93.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 460'880 EUR | 465'880 EUR | 100.00% | 100.00% |
20.11.2024 | 1.06% | 93.50 % | 94.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 469'871 EUR | 474'871 EUR | 98.58% | 98.58% |
19.11.2024 | 1.06% | 93.90 % | 94.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 469'545 EUR | 474'545 EUR | 100.00% | 100.00% |
18.11.2024 | 1.04% | 95.40 % | 96.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 476'069 EUR | 481'069 EUR | 100.00% | 100.00% |
15.11.2024 | 1.04% | 95.20 % | 96.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 476'632 EUR | 481'632 EUR | 100.00% | 100.00% |
14.11.2024 | 1.05% | 94.90 % | 95.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 473'401 EUR | 478'401 EUR | 100.00% | 100.00% |
13.11.2024 | 1.06% | 93.90 % | 94.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 469'844 EUR | 474'844 EUR | 100.00% | 100.00% |
12.11.2024 | 1.05% | 93.50 % | 94.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 472'620 EUR | 477'620 EUR | 100.00% | 100.00% |
11.11.2024 | 1.04% | 95.80 % | 96.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 478'726 EUR | 483'726 EUR | 100.00% | 100.00% |
08.11.2024 | 1.05% | 94.50 % | 95.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 473'723 EUR | 478'723 EUR | 100.00% | 100.00% |