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% | 93.40 % | 93.71 % | 500'000 | 500'000 | 494'940 | 494'940 | 462'417 EUR | 463'953 EUR | 99.37% | 99.37% |
19.11.2024 | 0.58% | 92.80 % | 93.11 % | 500'000 | 500'000 | 441'069 | 441'069 | 407'653 EUR | 409'561 EUR | 99.31% | 99.31% |
18.11.2024 | 0.34% | 94.20 % | 94.51 % | 500'000 | 500'000 | 494'970 | 494'970 | 466'760 EUR | 468'297 EUR | 100.00% | 100.00% |
15.11.2024 | 0.54% | 94.70 % | 95.20 % | 500'000 | 500'000 | 494'969 | 494'969 | 468'554 EUR | 471'032 EUR | 100.00% | 100.00% |
14.11.2024 | 0.34% | 95.80 % | 96.11 % | 500'000 | 500'000 | 494'927 | 494'927 | 470'534 EUR | 472'071 EUR | 99.10% | 99.10% |
13.11.2024 | 0.49% | 93.40 % | 93.71 % | 500'000 | 500'000 | 429'260 | 429'260 | 403'438 EUR | 404'841 EUR | 100.00% | 100.00% |
12.11.2024 | 0.60% | 96.40 % | 96.71 % | 500'000 | 500'000 | 364'116 | 364'116 | 351'595 EUR | 353'384 EUR | 98.38% | 98.38% |
11.11.2024 | 0.34% | 93.40 % | 93.71 % | 500'000 | 500'000 | 494'937 | 494'937 | 464'133 EUR | 465'670 EUR | 99.36% | 99.36% |
08.11.2024 | 0.35% | 91.60 % | 91.91 % | 500'000 | 500'000 | 494'970 | 494'970 | 453'073 EUR | 454'610 EUR | 100.00% | 100.00% |
07.11.2024 | 0.35% | 91.50 % | 91.81 % | 500'000 | 500'000 | 494'931 | 494'931 | 454'765 EUR | 456'302 EUR | 99.23% | 99.23% |