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 | 0.33% | 92.70 % | 93.00 % | 500'000 | 500'000 | 494'944 | 494'944 | 460'725 EUR | 462'213 EUR | 99.37% | 99.37% |
19.11.2024 | 0.33% | 92.70 % | 93.00 % | 500'000 | 500'000 | 494'969 | 494'969 | 458'200 EUR | 459'687 EUR | 100.00% | 100.00% |
18.11.2024 | 0.33% | 93.80 % | 94.10 % | 500'000 | 500'000 | 494'970 | 494'970 | 463'075 EUR | 464'562 EUR | 100.00% | 100.00% |
15.11.2024 | 0.54% | 93.50 % | 94.00 % | 500'000 | 500'000 | 494'969 | 494'969 | 463'271 EUR | 465'748 EUR | 100.00% | 100.00% |
14.11.2024 | 0.33% | 94.00 % | 94.30 % | 500'000 | 500'000 | 494'927 | 494'927 | 462'426 EUR | 463'914 EUR | 99.10% | 99.10% |
13.11.2024 | 0.36% | 92.80 % | 93.10 % | 500'000 | 500'000 | 494'970 | 494'970 | 456'574 EUR | 458'170 EUR | 100.00% | 100.00% |
12.11.2024 | 0.66% | 90.60 % | 91.50 % | 500'000 | 500'000 | 494'711 | 494'711 | 454'833 EUR | 457'782 EUR | 100.00% | 100.00% |
11.11.2024 | 0.32% | 95.20 % | 95.50 % | 500'000 | 500'000 | 494'969 | 494'969 | 473'286 EUR | 474'774 EUR | 100.00% | 100.00% |
08.11.2024 | 0.33% | 95.60 % | 95.90 % | 500'000 | 500'000 | 494'968 | 494'968 | 472'006 EUR | 473'494 EUR | 100.00% | 100.00% |
07.11.2024 | 0.32% | 96.10 % | 96.40 % | 500'000 | 500'000 | 494'904 | 494'904 | 475'888 EUR | 477'375 EUR | 98.73% | 98.73% |