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 | 1.07% | 92.60 % | 93.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 464'620 EUR | 469'620 EUR | 98.58% | 98.58% |
19.11.2024 | 1.07% | 93.50 % | 94.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 466'209 EUR | 471'209 EUR | 100.00% | 100.00% |
18.11.2024 | 1.07% | 93.30 % | 94.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 465'848 EUR | 470'848 EUR | 100.00% | 100.00% |
15.11.2024 | 1.06% | 93.20 % | 94.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 469'002 EUR | 474'002 EUR | 100.00% | 100.00% |
14.11.2024 | 1.04% | 95.90 % | 96.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 477'337 EUR | 482'337 EUR | 100.00% | 100.00% |
13.11.2024 | 1.05% | 94.80 % | 95.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 474'598 EUR | 479'598 EUR | 100.00% | 100.00% |
12.11.2024 | 1.03% | 96.10 % | 97.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 481'988 EUR | 486'988 EUR | 100.00% | 100.00% |
11.11.2024 | 1.03% | 96.50 % | 97.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 481'661 EUR | 486'661 EUR | 100.00% | 100.00% |
08.11.2024 | 1.04% | 95.40 % | 96.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 476'673 EUR | 481'673 EUR | 100.00% | 100.00% |
07.11.2024 | 1.05% | 95.20 % | 96.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 474'198 EUR | 479'198 EUR | 99.76% | 99.76% |