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 | 1.08% | 92.00 % | 93.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 461'953 EUR | 466'953 EUR | 97.95% | 97.95% |
19.11.2024 | 1.09% | 91.70 % | 92.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 458'320 EUR | 463'320 EUR | 100.00% | 100.00% |
18.11.2024 | 1.07% | 93.00 % | 94.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 463'612 EUR | 468'612 EUR | 100.00% | 100.00% |
15.11.2024 | 1.07% | 92.50 % | 93.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 463'482 EUR | 468'482 EUR | 100.00% | 100.00% |
14.11.2024 | 1.08% | 92.60 % | 93.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 461'536 EUR | 466'536 EUR | 100.00% | 100.00% |
13.11.2024 | 1.09% | 91.60 % | 92.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 457'795 EUR | 462'795 EUR | 100.00% | 100.00% |
12.11.2024 | 1.08% | 91.10 % | 92.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 461'845 EUR | 466'845 EUR | 100.00% | 100.00% |
11.11.2024 | 1.06% | 93.70 % | 94.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 469'443 EUR | 474'443 EUR | 100.00% | 100.00% |
08.11.2024 | 1.06% | 93.40 % | 94.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 467'858 EUR | 472'858 EUR | 100.00% | 100.00% |
07.11.2024 | 1.05% | 95.00 % | 96.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 472'656 EUR | 477'656 EUR | 99.23% | 99.23% |