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 | 0.86% | 94.60 % | 95.40 % | 500'000 | 500'000 | 494'905 | 494'905 | 470'139 EUR | 474'104 EUR | 98.68% | 98.68% |
19.11.2024 | 0.85% | 95.70 % | 96.50 % | 500'000 | 500'000 | 494'968 | 494'968 | 475'021 EUR | 478'986 EUR | 100.00% | 100.00% |
18.11.2024 | 0.84% | 96.60 % | 97.40 % | 500'000 | 500'000 | 494'971 | 494'971 | 479'330 EUR | 483'295 EUR | 100.00% | 100.00% |
15.11.2024 | 1.05% | 97.00 % | 98.00 % | 500'000 | 500'000 | 494'969 | 494'969 | 479'884 EUR | 484'839 EUR | 100.00% | 100.00% |
14.11.2024 | 0.85% | 97.00 % | 97.80 % | 500'000 | 500'000 | 494'927 | 494'927 | 478'848 EUR | 482'813 EUR | 99.10% | 99.10% |
13.11.2024 | 0.85% | 96.20 % | 97.00 % | 500'000 | 500'000 | 494'970 | 494'970 | 477'073 EUR | 481'038 EUR | 100.00% | 100.00% |
12.11.2024 | 0.85% | 96.60 % | 97.40 % | 500'000 | 500'000 | 489'970 | 489'970 | 476'040 EUR | 479'970 EUR | 100.00% | 100.00% |
11.11.2024 | 0.84% | 97.30 % | 98.10 % | 500'000 | 500'000 | 494'938 | 494'938 | 481'572 EUR | 485'537 EUR | 99.32% | 99.32% |
08.11.2024 | 0.84% | 97.30 % | 98.10 % | 500'000 | 500'000 | 494'968 | 494'968 | 480'911 EUR | 484'876 EUR | 100.00% | 100.00% |
07.11.2024 | 0.84% | 98.40 % | 99.20 % | 500'000 | 500'000 | 494'899 | 494'899 | 484'707 EUR | 488'671 EUR | 98.61% | 98.61% |