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% | 92.30 % | 92.61 % | 500'000 | 500'000 | 494'944 | 494'944 | 458'132 EUR | 459'668 EUR | 99.37% | 99.37% |
19.11.2024 | 0.35% | 92.70 % | 93.01 % | 500'000 | 500'000 | 494'968 | 494'968 | 458'935 EUR | 460'472 EUR | 100.00% | 100.00% |
18.11.2024 | 0.35% | 92.00 % | 92.31 % | 500'000 | 500'000 | 494'970 | 494'970 | 455'861 EUR | 457'398 EUR | 100.00% | 100.00% |
15.11.2024 | 0.55% | 92.30 % | 92.80 % | 500'000 | 500'000 | 494'969 | 494'969 | 459'340 EUR | 461'818 EUR | 100.00% | 100.00% |
14.11.2024 | 0.34% | 93.40 % | 93.71 % | 500'000 | 500'000 | 494'924 | 494'924 | 460'334 EUR | 461'871 EUR | 99.10% | 99.10% |
13.11.2024 | 0.34% | 93.20 % | 93.51 % | 500'000 | 500'000 | 494'970 | 494'970 | 462'150 EUR | 463'687 EUR | 100.00% | 100.00% |
12.11.2024 | 0.34% | 93.50 % | 93.81 % | 500'000 | 500'000 | 494'970 | 494'970 | 465'672 EUR | 467'209 EUR | 100.00% | 100.00% |
11.11.2024 | 0.34% | 94.80 % | 95.11 % | 500'000 | 500'000 | 494'971 | 494'971 | 469'682 EUR | 471'219 EUR | 100.00% | 100.00% |
08.11.2024 | 0.34% | 94.00 % | 94.31 % | 500'000 | 500'000 | 494'968 | 494'968 | 467'062 EUR | 468'599 EUR | 100.00% | 100.00% |
07.11.2024 | 0.34% | 94.70 % | 95.01 % | 500'000 | 500'000 | 494'930 | 494'930 | 469'922 EUR | 471'459 EUR | 99.23% | 99.23% |