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% | 95.40 % | 95.71 % | 500'000 | 500'000 | 494'944 | 494'944 | 470'053 EUR | 471'589 EUR | 99.37% | 99.37% |
19.11.2024 | 0.35% | 94.50 % | 94.81 % | 500'000 | 500'000 | 494'968 | 494'968 | 458'529 EUR | 460'066 EUR | 100.00% | 100.00% |
18.11.2024 | 0.36% | 87.60 % | 87.91 % | 500'000 | 500'000 | 494'970 | 494'970 | 434'180 EUR | 435'717 EUR | 100.00% | 100.00% |
15.11.2024 | 0.59% | 86.80 % | 87.30 % | 500'000 | 500'000 | 494'969 | 494'969 | 428'674 EUR | 431'152 EUR | 100.00% | 100.00% |
14.11.2024 | 0.37% | 85.70 % | 86.01 % | 500'000 | 500'000 | 494'927 | 494'927 | 422'601 EUR | 424'137 EUR | 99.10% | 99.10% |
13.11.2024 | 0.37% | 85.30 % | 85.61 % | 500'000 | 500'000 | 494'970 | 494'970 | 424'882 EUR | 426'419 EUR | 100.00% | 100.00% |
12.11.2024 | 0.37% | 85.70 % | 86.01 % | 500'000 | 500'000 | 494'975 | 494'975 | 426'867 EUR | 428'404 EUR | 100.00% | 100.00% |
11.11.2024 | 0.37% | 86.40 % | 86.71 % | 500'000 | 500'000 | 494'946 | 494'946 | 430'227 EUR | 431'764 EUR | 99.50% | 99.50% |
08.11.2024 | 0.36% | 87.50 % | 87.81 % | 500'000 | 500'000 | 494'967 | 494'967 | 434'927 EUR | 436'464 EUR | 100.00% | 100.00% |
07.11.2024 | 0.36% | 89.60 % | 89.91 % | 500'000 | 500'000 | 494'931 | 494'931 | 445'036 EUR | 446'573 EUR | 99.23% | 99.23% |