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 | 0.34% | 93.80 % | 94.11 % | 500'000 | 500'000 | 494'938 | 494'938 | 467'602 EUR | 469'138 EUR | 99.31% | 99.31% |
19.11.2024 | 0.33% | 95.80 % | 96.11 % | 500'000 | 500'000 | 494'968 | 494'968 | 475'411 EUR | 476'948 EUR | 100.00% | 100.00% |
18.11.2024 | 0.33% | 96.80 % | 97.11 % | 500'000 | 500'000 | 494'971 | 494'971 | 480'390 EUR | 481'927 EUR | 100.00% | 100.00% |
15.11.2024 | 0.52% | 97.30 % | 97.80 % | 500'000 | 500'000 | 494'969 | 494'969 | 481'220 EUR | 483'697 EUR | 100.00% | 100.00% |
14.11.2024 | 0.33% | 97.30 % | 97.61 % | 500'000 | 500'000 | 494'927 | 494'927 | 479'522 EUR | 481'059 EUR | 99.10% | 99.10% |
13.11.2024 | 0.33% | 96.40 % | 96.71 % | 500'000 | 500'000 | 494'970 | 494'970 | 479'211 EUR | 480'748 EUR | 100.00% | 100.00% |
12.11.2024 | 0.34% | 97.20 % | 97.51 % | 500'000 | 500'000 | 489'970 | 489'970 | 479'714 EUR | 481'241 EUR | 100.00% | 100.00% |
11.11.2024 | 0.33% | 98.20 % | 98.51 % | 500'000 | 500'000 | 494'938 | 494'938 | 486'358 EUR | 487'895 EUR | 99.32% | 99.32% |
08.11.2024 | 0.33% | 98.20 % | 98.51 % | 500'000 | 500'000 | 494'968 | 494'968 | 484'973 EUR | 486'510 EUR | 100.00% | 100.00% |
07.11.2024 | 0.32% | 99.60 % | 99.91 % | 500'000 | 500'000 | 494'899 | 494'899 | 489'953 EUR | 491'490 EUR | 98.62% | 98.62% |