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% | 92.50 % | 92.81 % | 500'000 | 500'000 | 494'940 | 494'940 | 458'189 EUR | 459'725 EUR | 99.37% | 99.37% |
19.11.2024 | 0.34% | 92.70 % | 93.01 % | 500'000 | 500'000 | 494'968 | 494'968 | 459'288 EUR | 460'825 EUR | 100.00% | 100.00% |
18.11.2024 | 0.34% | 92.90 % | 93.21 % | 500'000 | 500'000 | 494'970 | 494'970 | 464'033 EUR | 465'570 EUR | 100.00% | 100.00% |
15.11.2024 | 0.54% | 94.10 % | 94.60 % | 500'000 | 500'000 | 494'969 | 494'969 | 467'157 EUR | 469'635 EUR | 100.00% | 100.00% |
14.11.2024 | 0.33% | 95.40 % | 95.71 % | 500'000 | 500'000 | 494'882 | 494'882 | 474'446 EUR | 475'983 EUR | 98.29% | 98.29% |
13.11.2024 | 0.33% | 96.80 % | 97.11 % | 500'000 | 500'000 | 494'970 | 494'970 | 477'382 EUR | 478'919 EUR | 100.00% | 100.00% |
12.11.2024 | 0.33% | 96.80 % | 97.11 % | 500'000 | 500'000 | 494'973 | 494'973 | 479'937 EUR | 481'474 EUR | 100.00% | 100.00% |
11.11.2024 | 0.33% | 97.50 % | 97.81 % | 500'000 | 500'000 | 494'969 | 494'969 | 482'634 EUR | 484'171 EUR | 100.00% | 100.00% |
08.11.2024 | 0.33% | 96.80 % | 97.11 % | 500'000 | 500'000 | 494'967 | 494'967 | 480'486 EUR | 482'023 EUR | 100.00% | 100.00% |
07.11.2024 | 0.33% | 97.00 % | 97.31 % | 500'000 | 500'000 | 494'930 | 494'930 | 481'062 EUR | 482'599 EUR | 99.23% | 99.23% |