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 | 1.05% | 94.60 % | 95.60 % | 50'000 | 50'000 | 486'196 | 486'196 | 458'414 EUR | 463'276 EUR | 98.22% | 98.22% |
19.11.2024 | 0.86% | 94.00 % | 94.80 % | 50'000 | 50'000 | 486'052 | 486'052 | 451'956 EUR | 455'845 EUR | 98.90% | 98.90% |
18.11.2024 | 0.86% | 92.50 % | 93.30 % | 50'000 | 50'000 | 486'978 | 486'978 | 452'111 EUR | 456'007 EUR | 98.69% | 98.69% |
15.11.2024 | 1.06% | 93.60 % | 94.60 % | 50'000 | 50'000 | 486'031 | 486'031 | 457'035 EUR | 461'895 EUR | 98.90% | 98.90% |
14.11.2024 | 1.04% | 95.80 % | 96.80 % | 50'000 | 50'000 | 486'812 | 486'812 | 466'809 EUR | 471'677 EUR | 97.80% | 97.80% |
13.11.2024 | 0.83% | 96.20 % | 97.00 % | 50'000 | 50'000 | 487'747 | 487'747 | 466'930 EUR | 470'832 EUR | 98.52% | 98.52% |
12.11.2024 | 0.83% | 96.10 % | 96.90 % | 50'000 | 50'000 | 487'979 | 487'979 | 469'629 EUR | 473'533 EUR | 98.47% | 98.47% |
11.11.2024 | 1.03% | 97.50 % | 98.50 % | 50'000 | 50'000 | 485'936 | 485'936 | 471'537 EUR | 476'396 EUR | 98.92% | 98.92% |
08.11.2024 | 1.05% | 95.30 % | 96.30 % | 50'000 | 50'000 | 496'265 | 496'265 | 471'866 EUR | 476'829 EUR | 96.64% | 96.64% |
07.11.2024 | 0.84% | 94.80 % | 95.60 % | 50'000 | 50'000 | 486'186 | 486'186 | 462'031 EUR | 465'920 EUR | 98.08% | 98.08% |