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 | 1.06% | 94.50 % | 95.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 470'100 EUR | 475'100 EUR | 100.00% | 100.00% |
20.11.2024 | 1.05% | 93.90 % | 94.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 471'703 EUR | 476'703 EUR | 97.95% | 97.95% |
19.11.2024 | 1.06% | 93.40 % | 94.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 467'779 EUR | 472'779 EUR | 100.00% | 100.00% |
18.11.2024 | 1.05% | 95.00 % | 96.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 473'870 EUR | 478'870 EUR | 100.00% | 100.00% |
15.11.2024 | 1.05% | 94.80 % | 95.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 474'622 EUR | 479'622 EUR | 100.00% | 100.00% |
14.11.2024 | 1.06% | 94.70 % | 95.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 471'288 EUR | 476'288 EUR | 100.00% | 100.00% |
13.11.2024 | 1.06% | 93.50 % | 94.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 467'294 EUR | 472'294 EUR | 100.00% | 100.00% |
12.11.2024 | 1.06% | 92.80 % | 93.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 470'102 EUR | 475'102 EUR | 100.00% | 100.00% |
11.11.2024 | 1.04% | 95.30 % | 96.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 477'698 EUR | 482'698 EUR | 100.00% | 100.00% |
08.11.2024 | 1.04% | 95.20 % | 96.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 476'307 EUR | 481'307 EUR | 100.00% | 100.00% |