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 | 0.86% | 95.00 % | 95.80 % | 500'000 | 500'000 | 494'971 | 494'971 | 472'793 EUR | 476'758 EUR | 100.00% | 100.00% |
19.11.2024 | 0.86% | 95.40 % | 96.20 % | 500'000 | 500'000 | 494'961 | 494'961 | 472'066 EUR | 476'031 EUR | 99.84% | 99.84% |
18.11.2024 | 0.85% | 95.90 % | 96.70 % | 500'000 | 500'000 | 494'971 | 494'971 | 474'527 EUR | 478'492 EUR | 100.00% | 100.00% |
15.11.2024 | 0.86% | 95.60 % | 96.40 % | 500'000 | 500'000 | 494'969 | 494'969 | 472'969 EUR | 476'934 EUR | 100.00% | 100.00% |
14.11.2024 | 0.86% | 95.20 % | 96.00 % | 500'000 | 500'000 | 494'925 | 494'925 | 468'638 EUR | 472'603 EUR | 99.10% | 99.10% |
13.11.2024 | 0.87% | 93.50 % | 94.30 % | 500'000 | 500'000 | 494'970 | 494'970 | 464'644 EUR | 468'609 EUR | 100.00% | 100.00% |
12.11.2024 | 0.86% | 94.60 % | 95.40 % | 500'000 | 500'000 | 494'970 | 494'970 | 472'317 EUR | 476'282 EUR | 100.00% | 100.00% |
11.11.2024 | 0.86% | 95.90 % | 96.70 % | 500'000 | 500'000 | 494'971 | 494'971 | 472'548 EUR | 476'513 EUR | 100.00% | 100.00% |
08.11.2024 | 0.85% | 95.50 % | 96.30 % | 500'000 | 500'000 | 494'970 | 494'970 | 474'303 EUR | 478'268 EUR | 100.00% | 100.00% |
07.11.2024 | 0.85% | 96.80 % | 97.60 % | 500'000 | 500'000 | 494'969 | 494'969 | 477'165 EUR | 481'130 EUR | 100.00% | 100.00% |