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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22.11.2024 | 0.34% | 95.60 % | 95.91 % | 500'000 | 500'000 | 494'968 | 494'968 | 472'436 EUR | 473'973 EUR | 99.90% | 99.90% |
20.11.2024 | 0.33% | 95.60 % | 95.91 % | 500'000 | 500'000 | 494'974 | 494'974 | 473'571 EUR | 475'107 EUR | 100.00% | 100.00% |
19.11.2024 | 0.33% | 96.20 % | 96.51 % | 500'000 | 500'000 | 494'969 | 494'969 | 474'076 EUR | 475'613 EUR | 100.00% | 100.00% |
18.11.2024 | 0.33% | 96.40 % | 96.71 % | 500'000 | 500'000 | 494'970 | 494'970 | 479'140 EUR | 480'677 EUR | 100.00% | 100.00% |
15.11.2024 | 0.53% | 96.40 % | 96.90 % | 500'000 | 500'000 | 494'969 | 494'969 | 474'977 EUR | 477'454 EUR | 100.00% | 100.00% |
14.11.2024 | 0.34% | 95.00 % | 95.31 % | 500'000 | 500'000 | 494'927 | 494'927 | 467'632 EUR | 469'168 EUR | 99.10% | 99.10% |
13.11.2024 | 0.34% | 94.20 % | 94.51 % | 500'000 | 500'000 | 494'970 | 494'970 | 469'347 EUR | 470'884 EUR | 100.00% | 100.00% |
12.11.2024 | 0.34% | 94.50 % | 94.81 % | 500'000 | 500'000 | 494'971 | 494'971 | 470'762 EUR | 472'299 EUR | 100.00% | 100.00% |
11.11.2024 | 0.33% | 95.90 % | 96.21 % | 500'000 | 500'000 | 494'969 | 494'969 | 474'280 EUR | 475'817 EUR | 100.00% | 100.00% |
08.11.2024 | 0.34% | 95.30 % | 95.61 % | 500'000 | 500'000 | 494'970 | 494'970 | 470'987 EUR | 472'524 EUR | 100.00% | 100.00% |