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 | 0.63% | 97.10 % | 97.70 % | 500'000 | 500'000 | 494'972 | 494'972 | 480'595 EUR | 483'569 EUR | 100.00% | 100.00% |
19.11.2024 | 0.98% | 97.40 % | 98.00 % | 500'000 | 500'000 | 441'069 | 441'069 | 428'777 EUR | 432'289 EUR | 99.31% | 99.31% |
18.11.2024 | 0.63% | 97.60 % | 98.20 % | 500'000 | 500'000 | 494'970 | 494'970 | 483'371 EUR | 486'345 EUR | 100.00% | 100.00% |
15.11.2024 | 0.83% | 97.80 % | 98.60 % | 500'000 | 500'000 | 494'969 | 494'969 | 484'273 EUR | 488'237 EUR | 100.00% | 100.00% |
14.11.2024 | 0.63% | 98.60 % | 99.20 % | 500'000 | 500'000 | 494'927 | 494'927 | 485'911 EUR | 488'884 EUR | 99.10% | 99.10% |
13.11.2024 | 0.78% | 97.20 % | 97.80 % | 500'000 | 500'000 | 429'260 | 429'260 | 417'882 EUR | 420'534 EUR | 100.00% | 100.00% |
12.11.2024 | 1.04% | 98.10 % | 98.70 % | 500'000 | 500'000 | 364'116 | 364'116 | 357'667 EUR | 360'905 EUR | 98.38% | 98.38% |
11.11.2024 | 0.63% | 97.30 % | 97.90 % | 500'000 | 500'000 | 494'937 | 494'937 | 481'922 EUR | 484'896 EUR | 99.36% | 99.36% |
08.11.2024 | 0.64% | 96.30 % | 96.90 % | 500'000 | 500'000 | 494'970 | 494'970 | 476'621 EUR | 479'595 EUR | 100.00% | 100.00% |
07.11.2024 | 0.64% | 96.30 % | 96.90 % | 500'000 | 500'000 | 494'931 | 494'931 | 477'438 EUR | 480'412 EUR | 99.24% | 99.24% |