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% | 96.30 % | 96.61 % | 500'000 | 500'000 | 494'939 | 494'939 | 478'252 EUR | 479'788 EUR | 99.37% | 99.37% |
19.11.2024 | 0.33% | 96.40 % | 96.71 % | 500'000 | 500'000 | 494'969 | 494'969 | 476'570 EUR | 478'107 EUR | 100.00% | 100.00% |
18.11.2024 | 0.33% | 97.00 % | 97.31 % | 500'000 | 500'000 | 494'971 | 494'971 | 479'756 EUR | 481'293 EUR | 100.00% | 100.00% |
15.11.2024 | 0.52% | 97.20 % | 97.70 % | 500'000 | 500'000 | 494'969 | 494'969 | 480'574 EUR | 483'051 EUR | 100.00% | 100.00% |
14.11.2024 | 0.33% | 96.20 % | 96.51 % | 500'000 | 500'000 | 494'913 | 494'913 | 475'533 EUR | 477'070 EUR | 98.85% | 98.85% |
13.11.2024 | 0.33% | 95.90 % | 96.21 % | 500'000 | 500'000 | 494'970 | 494'970 | 476'373 EUR | 477'910 EUR | 100.00% | 100.00% |
12.11.2024 | 0.33% | 96.00 % | 96.31 % | 500'000 | 500'000 | 494'973 | 494'973 | 477'760 EUR | 479'297 EUR | 100.00% | 100.00% |
11.11.2024 | 0.32% | 98.40 % | 98.71 % | 500'000 | 500'000 | 494'969 | 494'969 | 489'144 EUR | 490'681 EUR | 100.00% | 100.00% |
08.11.2024 | 0.33% | 97.30 % | 97.61 % | 500'000 | 500'000 | 494'945 | 494'945 | 482'431 EUR | 483'968 EUR | 99.51% | 99.51% |
07.11.2024 | 0.32% | 98.90 % | 99.21 % | 500'000 | 500'000 | 494'930 | 494'930 | 487'577 EUR | 489'114 EUR | 99.23% | 99.23% |