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 | 1.03% | 96.10 % | 97.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 483'010 EUR | 488'010 EUR | 97.94% | 97.94% |
19.11.2024 | 1.03% | 96.30 % | 97.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 481'417 EUR | 486'417 EUR | 100.00% | 100.00% |
18.11.2024 | 1.03% | 96.70 % | 97.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 482'136 EUR | 487'136 EUR | 100.00% | 100.00% |
15.11.2024 | 1.02% | 96.70 % | 97.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 485'732 EUR | 490'732 EUR | 100.00% | 100.00% |
14.11.2024 | 1.02% | 97.60 % | 98.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 487'962 EUR | 492'962 EUR | 100.00% | 100.00% |
13.11.2024 | 1.04% | 95.70 % | 96.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 479'632 EUR | 484'632 EUR | 100.00% | 100.00% |
12.11.2024 | 1.03% | 96.30 % | 97.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 483'471 EUR | 488'471 EUR | 100.00% | 100.00% |
11.11.2024 | 1.03% | 97.00 % | 98.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 485'102 EUR | 490'102 EUR | 100.00% | 100.00% |
08.11.2024 | 1.04% | 95.60 % | 96.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 478'635 EUR | 483'635 EUR | 100.00% | 100.00% |
07.11.2024 | 1.04% | 95.60 % | 96.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 478'716 EUR | 483'716 EUR | 99.76% | 99.76% |