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 | 0.35% | 92.90 % | 93.21 % | 500'000 | 500'000 | 494'944 | 494'944 | 458'766 EUR | 460'302 EUR | 99.37% | 99.37% |
19.11.2024 | 0.34% | 93.10 % | 93.41 % | 500'000 | 500'000 | 494'970 | 494'970 | 459'423 EUR | 460'960 EUR | 100.00% | 100.00% |
18.11.2024 | 0.35% | 92.30 % | 92.61 % | 500'000 | 500'000 | 494'971 | 494'971 | 458'702 EUR | 460'239 EUR | 100.00% | 100.00% |
15.11.2024 | 0.54% | 92.90 % | 93.40 % | 500'000 | 500'000 | 494'939 | 494'939 | 463'826 EUR | 466'303 EUR | 99.40% | 99.40% |
14.11.2024 | 0.35% | 91.80 % | 92.11 % | 500'000 | 500'000 | 494'927 | 494'927 | 455'659 EUR | 457'196 EUR | 99.10% | 99.10% |
13.11.2024 | 0.34% | 92.20 % | 92.51 % | 500'000 | 500'000 | 494'970 | 494'970 | 459'179 EUR | 460'716 EUR | 100.00% | 100.00% |
12.11.2024 | 0.34% | 92.50 % | 92.81 % | 500'000 | 500'000 | 494'975 | 494'975 | 463'303 EUR | 464'840 EUR | 100.00% | 100.00% |
11.11.2024 | 0.34% | 94.90 % | 95.21 % | 500'000 | 500'000 | 494'973 | 494'973 | 472'073 EUR | 473'611 EUR | 100.00% | 100.00% |
08.11.2024 | 0.34% | 95.00 % | 95.31 % | 500'000 | 500'000 | 494'967 | 494'967 | 472'611 EUR | 474'148 EUR | 100.00% | 100.00% |
07.11.2024 | 0.34% | 94.90 % | 95.21 % | 500'000 | 500'000 | 494'931 | 494'931 | 464'100 EUR | 465'637 EUR | 99.23% | 99.23% |