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 | 0.85% | 96.10 % | 96.90 % | 500'000 | 500'000 | 494'972 | 494'972 | 476'755 EUR | 480'720 EUR | 100.00% | 100.00% |
19.11.2024 | 0.85% | 96.50 % | 97.30 % | 500'000 | 500'000 | 494'968 | 494'968 | 476'940 EUR | 480'905 EUR | 100.00% | 100.00% |
18.11.2024 | 0.85% | 97.00 % | 97.80 % | 500'000 | 500'000 | 494'971 | 494'971 | 478'549 EUR | 482'514 EUR | 100.00% | 100.00% |
15.11.2024 | 1.05% | 96.40 % | 97.40 % | 500'000 | 500'000 | 494'969 | 494'969 | 477'744 EUR | 482'699 EUR | 100.00% | 100.00% |
14.11.2024 | 0.85% | 96.50 % | 97.30 % | 500'000 | 500'000 | 494'924 | 494'924 | 475'178 EUR | 479'142 EUR | 99.10% | 99.10% |
13.11.2024 | 0.85% | 95.40 % | 96.20 % | 500'000 | 500'000 | 494'970 | 494'970 | 473'288 EUR | 477'253 EUR | 100.00% | 100.00% |
12.11.2024 | 0.85% | 96.00 % | 96.80 % | 500'000 | 500'000 | 494'973 | 494'973 | 477'753 EUR | 481'718 EUR | 100.00% | 100.00% |
11.11.2024 | 0.84% | 96.90 % | 97.70 % | 500'000 | 500'000 | 494'969 | 494'969 | 479'495 EUR | 483'460 EUR | 100.00% | 100.00% |
08.11.2024 | 0.85% | 96.60 % | 97.40 % | 500'000 | 500'000 | 494'968 | 494'968 | 478'028 EUR | 481'993 EUR | 100.00% | 100.00% |
07.11.2024 | 0.85% | 96.70 % | 97.50 % | 500'000 | 500'000 | 494'957 | 494'957 | 477'835 EUR | 481'800 EUR | 99.76% | 99.76% |