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 | 0.32% | 95.70 % | 96.00 % | 500'000 | 500'000 | 494'944 | 494'944 | 474'323 EUR | 475'811 EUR | 99.37% | 99.37% |
19.11.2024 | 0.33% | 94.90 % | 95.20 % | 500'000 | 500'000 | 494'968 | 494'968 | 469'057 EUR | 470'544 EUR | 100.00% | 100.00% |
18.11.2024 | 0.32% | 95.60 % | 95.90 % | 500'000 | 500'000 | 494'971 | 494'971 | 473'259 EUR | 474'746 EUR | 100.00% | 100.00% |
15.11.2024 | 0.53% | 95.80 % | 96.30 % | 500'000 | 500'000 | 494'969 | 494'969 | 474'325 EUR | 476'803 EUR | 100.00% | 100.00% |
14.11.2024 | 0.32% | 96.20 % | 96.50 % | 500'000 | 500'000 | 494'927 | 494'927 | 475'097 EUR | 476'585 EUR | 99.10% | 99.10% |
13.11.2024 | 0.32% | 95.50 % | 95.80 % | 500'000 | 500'000 | 494'970 | 494'970 | 473'648 EUR | 475'136 EUR | 100.00% | 100.00% |
12.11.2024 | 0.32% | 96.30 % | 96.60 % | 500'000 | 500'000 | 494'975 | 494'975 | 478'883 EUR | 480'371 EUR | 100.00% | 100.00% |
11.11.2024 | 0.32% | 96.80 % | 97.10 % | 500'000 | 500'000 | 494'973 | 494'973 | 479'118 EUR | 480'606 EUR | 100.00% | 100.00% |
08.11.2024 | 0.32% | 96.50 % | 96.80 % | 500'000 | 500'000 | 494'928 | 494'928 | 477'380 EUR | 478'868 EUR | 99.21% | 99.21% |
07.11.2024 | 0.31% | 97.30 % | 97.60 % | 500'000 | 500'000 | 208'076 | 208'076 | 203'309 EUR | 203'933 EUR | 97.33% | 97.33% |