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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22.11.2024 | 0.87% | 93.50 % | 94.30 % | 500'000 | 500'000 | 494'833 | 494'833 | 463'222 EUR | 467'186 EUR | 97.26% | 97.26% |
20.11.2024 | 0.89% | 92.10 % | 92.90 % | 500'000 | 500'000 | 494'944 | 494'944 | 456'844 EUR | 460'809 EUR | 99.37% | 99.37% |
19.11.2024 | 0.88% | 92.40 % | 93.20 % | 500'000 | 500'000 | 494'970 | 494'970 | 458'501 EUR | 462'466 EUR | 100.00% | 100.00% |
18.11.2024 | 0.87% | 92.90 % | 93.70 % | 500'000 | 500'000 | 494'970 | 494'970 | 462'546 EUR | 466'511 EUR | 100.00% | 100.00% |
15.11.2024 | 1.07% | 94.30 % | 95.30 % | 500'000 | 500'000 | 494'921 | 494'921 | 470'392 EUR | 475'347 EUR | 99.04% | 99.04% |
14.11.2024 | 0.85% | 96.50 % | 97.30 % | 500'000 | 500'000 | 494'927 | 494'927 | 476'754 EUR | 480'719 EUR | 99.10% | 99.10% |
13.11.2024 | 0.85% | 96.00 % | 96.80 % | 500'000 | 500'000 | 494'970 | 494'970 | 477'618 EUR | 481'583 EUR | 100.00% | 100.00% |
12.11.2024 | 0.86% | 97.40 % | 98.20 % | 500'000 | 500'000 | 486'757 | 486'757 | 471'843 EUR | 475'774 EUR | 98.07% | 98.07% |
11.11.2024 | 0.84% | 97.00 % | 97.80 % | 500'000 | 500'000 | 494'971 | 494'971 | 480'912 EUR | 484'877 EUR | 100.00% | 100.00% |
08.11.2024 | 0.84% | 96.70 % | 97.50 % | 500'000 | 500'000 | 494'967 | 494'967 | 480'459 EUR | 484'424 EUR | 100.00% | 100.00% |