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 | 1.05% | 94.70 % | 95.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 475'217 EUR | 480'217 EUR | 97.95% | 97.95% |
19.11.2024 | 1.05% | 95.40 % | 96.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 475'504 EUR | 480'504 EUR | 100.00% | 100.00% |
18.11.2024 | 1.04% | 95.50 % | 96.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 476'549 EUR | 481'549 EUR | 100.00% | 100.00% |
15.11.2024 | 1.04% | 95.40 % | 96.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 479'845 EUR | 484'845 EUR | 100.00% | 100.00% |
14.11.2024 | 1.03% | 96.30 % | 97.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 480'652 EUR | 485'652 EUR | 99.92% | 99.92% |
13.11.2024 | 1.04% | 95.30 % | 96.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 477'616 EUR | 482'616 EUR | 100.00% | 100.00% |
12.11.2024 | 1.03% | 95.90 % | 96.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 481'471 EUR | 486'471 EUR | 100.00% | 100.00% |
11.11.2024 | 1.02% | 96.90 % | 97.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 485'619 EUR | 490'619 EUR | 100.00% | 100.00% |
08.11.2024 | 1.03% | 96.60 % | 97.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 484'949 EUR | 489'949 EUR | 100.00% | 100.00% |
07.11.2024 | 1.03% | 96.60 % | 97.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 481'220 EUR | 486'220 EUR | 99.23% | 99.23% |