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 | 1.37% | 81.10 % | 82.31 % | 500'000 | 500'000 | 494'939 | 494'939 | 410'938 EUR | 416'478 EUR | 99.37% | 99.37% |
19.11.2024 | 1.32% | 83.70 % | 84.81 % | 500'000 | 500'000 | 494'969 | 494'969 | 414'702 EUR | 420'102 EUR | 100.00% | 100.00% |
18.11.2024 | 1.29% | 83.70 % | 84.81 % | 500'000 | 500'000 | 494'970 | 494'970 | 415'019 EUR | 420'286 EUR | 100.00% | 100.00% |
15.11.2024 | 1.23% | 83.60 % | 84.61 % | 500'000 | 500'000 | 494'969 | 494'969 | 414'660 EUR | 419'666 EUR | 100.00% | 100.00% |
14.11.2024 | 1.27% | 84.70 % | 85.71 % | 500'000 | 500'000 | 494'821 | 494'821 | 412'562 EUR | 417'717 EUR | 97.13% | 97.13% |
13.11.2024 | 1.23% | 82.80 % | 83.91 % | 500'000 | 500'000 | 494'940 | 494'940 | 417'464 EUR | 422'530 EUR | 99.42% | 99.42% |
12.11.2024 | 0.38% | 86.90 % | 87.81 % | 500'000 | 500'000 | 494'574 | 494'574 | 446'580 EUR | 448'222 EUR | 97.52% | 97.52% |
11.11.2024 | 0.33% | 96.80 % | 97.11 % | 500'000 | 500'000 | 494'969 | 494'969 | 479'411 EUR | 480'948 EUR | 100.00% | 100.00% |
08.11.2024 | 0.33% | 95.90 % | 96.21 % | 500'000 | 500'000 | 494'968 | 494'968 | 474'918 EUR | 476'455 EUR | 100.00% | 100.00% |
07.11.2024 | 0.33% | 96.30 % | 96.61 % | 500'000 | 500'000 | 494'931 | 494'931 | 477'524 EUR | 479'061 EUR | 99.23% | 99.23% |