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 | 0.66% | 94.20 % | 95.21 % | 500'000 | 500'000 | 494'971 | 494'971 | 470'919 EUR | 474'020 EUR | 100.00% | 100.00% |
19.11.2024 | 0.53% | 95.40 % | 95.71 % | 500'000 | 500'000 | 494'961 | 494'961 | 471'200 EUR | 473'658 EUR | 99.84% | 99.84% |
18.11.2024 | 0.33% | 96.50 % | 96.81 % | 500'000 | 500'000 | 494'971 | 494'971 | 477'121 EUR | 478'658 EUR | 100.00% | 100.00% |
15.11.2024 | 0.34% | 96.20 % | 96.51 % | 500'000 | 500'000 | 494'969 | 494'969 | 475'661 EUR | 477'234 EUR | 100.00% | 100.00% |
14.11.2024 | 1.03% | 95.20 % | 96.11 % | 500'000 | 500'000 | 494'925 | 494'925 | 467'315 EUR | 472'048 EUR | 99.10% | 99.10% |
13.11.2024 | 1.15% | 92.70 % | 93.81 % | 500'000 | 500'000 | 494'970 | 494'970 | 461'231 EUR | 466'445 EUR | 100.00% | 100.00% |
12.11.2024 | 0.50% | 94.20 % | 95.21 % | 500'000 | 500'000 | 494'970 | 494'970 | 473'831 EUR | 476'156 EUR | 100.00% | 100.00% |
11.11.2024 | 0.61% | 95.90 % | 96.21 % | 500'000 | 500'000 | 495'441 | 495'441 | 470'769 EUR | 473'596 EUR | 100.00% | 100.00% |
08.11.2024 | 0.97% | 94.20 % | 95.21 % | 500'000 | 500'000 | 494'970 | 494'970 | 468'828 EUR | 473'296 EUR | 100.00% | 100.00% |
07.11.2024 | 0.33% | 96.90 % | 97.21 % | 500'000 | 500'000 | 494'931 | 494'931 | 476'377 EUR | 477'914 EUR | 99.23% | 99.23% |