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 | 0.34% | 93.00 % | 93.31 % | 500'000 | 500'000 | 494'944 | 494'944 | 461'812 EUR | 463'348 EUR | 99.37% | 99.37% |
19.11.2024 | 0.34% | 93.40 % | 93.71 % | 500'000 | 500'000 | 494'968 | 494'968 | 461'526 EUR | 463'063 EUR | 100.00% | 100.00% |
18.11.2024 | 0.34% | 93.80 % | 94.11 % | 500'000 | 500'000 | 494'971 | 494'971 | 465'789 EUR | 467'326 EUR | 100.00% | 100.00% |
15.11.2024 | 0.54% | 94.50 % | 95.00 % | 500'000 | 500'000 | 494'969 | 494'969 | 466'609 EUR | 469'086 EUR | 100.00% | 100.00% |
14.11.2024 | 0.34% | 94.10 % | 94.41 % | 500'000 | 500'000 | 494'927 | 494'927 | 462'279 EUR | 463'816 EUR | 99.10% | 99.10% |
13.11.2024 | 0.34% | 94.10 % | 94.41 % | 500'000 | 500'000 | 494'970 | 494'970 | 465'723 EUR | 467'260 EUR | 100.00% | 100.00% |
12.11.2024 | 0.34% | 94.80 % | 95.11 % | 500'000 | 500'000 | 494'976 | 494'976 | 471'297 EUR | 472'835 EUR | 100.00% | 100.00% |
11.11.2024 | 0.33% | 95.80 % | 96.11 % | 500'000 | 500'000 | 494'971 | 494'971 | 475'107 EUR | 476'644 EUR | 100.00% | 100.00% |
08.11.2024 | 0.33% | 96.10 % | 96.41 % | 500'000 | 500'000 | 494'967 | 494'967 | 476'352 EUR | 477'889 EUR | 100.00% | 100.00% |
07.11.2024 | 0.33% | 96.90 % | 97.21 % | 500'000 | 500'000 | 494'931 | 494'931 | 478'684 EUR | 480'221 EUR | 99.23% | 99.23% |