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 | 1.23% | 89.90 % | 91.11 % | 500'000 | 500'000 | 494'905 | 494'905 | 450'643 EUR | 456'113 EUR | 98.68% | 98.68% |
19.11.2024 | 0.41% | 93.30 % | 93.61 % | 500'000 | 500'000 | 494'968 | 494'968 | 463'400 EUR | 465'232 EUR | 100.00% | 100.00% |
18.11.2024 | 0.34% | 94.30 % | 94.61 % | 500'000 | 500'000 | 494'971 | 494'971 | 468'429 EUR | 469'966 EUR | 100.00% | 100.00% |
15.11.2024 | 0.54% | 94.80 % | 95.30 % | 500'000 | 500'000 | 494'969 | 494'969 | 468'432 EUR | 470'910 EUR | 100.00% | 100.00% |
14.11.2024 | 0.34% | 94.70 % | 95.01 % | 500'000 | 500'000 | 494'927 | 494'927 | 466'114 EUR | 467'651 EUR | 99.10% | 99.10% |
13.11.2024 | 0.34% | 94.00 % | 94.31 % | 500'000 | 500'000 | 494'970 | 494'970 | 466'985 EUR | 468'522 EUR | 100.00% | 100.00% |
12.11.2024 | 0.35% | 94.90 % | 95.21 % | 500'000 | 500'000 | 489'970 | 489'970 | 469'155 EUR | 470'682 EUR | 100.00% | 100.00% |
11.11.2024 | 0.33% | 95.70 % | 96.01 % | 500'000 | 500'000 | 494'938 | 494'938 | 474'328 EUR | 475'865 EUR | 99.32% | 99.32% |
08.11.2024 | 0.33% | 95.90 % | 96.21 % | 500'000 | 500'000 | 494'968 | 494'968 | 473'693 EUR | 475'230 EUR | 100.00% | 100.00% |
07.11.2024 | 0.33% | 96.40 % | 96.71 % | 500'000 | 500'000 | 494'899 | 494'899 | 476'082 EUR | 477'619 EUR | 98.61% | 98.61% |