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 | 0.58% | 87.20 % | 87.70 % | 50'000 | 50'000 | 486'284 | 486'284 | 421'940 EUR | 424'372 EUR | 98.85% | 98.85% |
19.11.2024 | 0.59% | 86.10 % | 86.60 % | 50'000 | 50'000 | 486'052 | 486'052 | 411'661 EUR | 414'092 EUR | 98.90% | 98.90% |
18.11.2024 | 0.59% | 84.60 % | 85.10 % | 50'000 | 50'000 | 486'978 | 486'978 | 413'622 EUR | 416'058 EUR | 98.69% | 98.69% |
15.11.2024 | 0.58% | 85.40 % | 85.90 % | 50'000 | 50'000 | 486'031 | 486'031 | 418'677 EUR | 421'109 EUR | 98.90% | 98.90% |
14.11.2024 | 0.56% | 88.70 % | 89.20 % | 50'000 | 50'000 | 486'812 | 486'812 | 432'241 EUR | 434'676 EUR | 97.80% | 97.80% |
13.11.2024 | 0.57% | 89.30 % | 89.90 % | 50'000 | 50'000 | 487'747 | 487'747 | 431'828 EUR | 434'267 EUR | 98.52% | 98.52% |
12.11.2024 | 0.56% | 88.60 % | 89.20 % | 50'000 | 50'000 | 487'979 | 487'979 | 433'478 EUR | 435'919 EUR | 98.47% | 98.47% |
11.11.2024 | 0.56% | 90.50 % | 91.10 % | 50'000 | 50'000 | 485'936 | 485'936 | 436'773 EUR | 439'204 EUR | 98.92% | 98.92% |
08.11.2024 | 0.57% | 88.50 % | 89.10 % | 50'000 | 50'000 | 496'265 | 496'265 | 437'274 EUR | 439'756 EUR | 96.64% | 96.64% |
07.11.2024 | 0.57% | 87.50 % | 88.10 % | 50'000 | 50'000 | 486'185 | 486'185 | 426'243 EUR | 428'675 EUR | 98.08% | 98.08% |