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% | 93.70 % | 94.01 % | 500'000 | 500'000 | 494'942 | 494'942 | 463'834 EUR | 465'370 EUR | 99.37% | 99.37% |
19.11.2024 | 0.34% | 94.40 % | 94.71 % | 500'000 | 500'000 | 494'969 | 494'969 | 464'998 EUR | 466'535 EUR | 100.00% | 100.00% |
18.11.2024 | 0.34% | 94.70 % | 95.01 % | 500'000 | 500'000 | 494'970 | 494'970 | 471'114 EUR | 472'652 EUR | 100.00% | 100.00% |
15.11.2024 | 0.54% | 94.50 % | 95.00 % | 500'000 | 500'000 | 494'969 | 494'969 | 465'900 EUR | 468'378 EUR | 100.00% | 100.00% |
14.11.2024 | 0.35% | 92.90 % | 93.21 % | 500'000 | 500'000 | 494'927 | 494'927 | 456'371 EUR | 457'908 EUR | 99.10% | 99.10% |
13.11.2024 | 0.35% | 91.90 % | 92.21 % | 500'000 | 500'000 | 494'970 | 494'970 | 458'226 EUR | 459'763 EUR | 100.00% | 100.00% |
12.11.2024 | 0.34% | 92.30 % | 92.61 % | 500'000 | 500'000 | 494'971 | 494'971 | 460'311 EUR | 461'848 EUR | 100.00% | 100.00% |
11.11.2024 | 0.34% | 94.10 % | 94.41 % | 500'000 | 500'000 | 494'969 | 494'969 | 464'849 EUR | 466'386 EUR | 100.00% | 100.00% |
08.11.2024 | 0.34% | 93.30 % | 93.61 % | 500'000 | 500'000 | 494'970 | 494'970 | 460'748 EUR | 462'285 EUR | 100.00% | 100.00% |
07.11.2024 | 0.34% | 95.30 % | 95.61 % | 500'000 | 500'000 | 494'900 | 494'900 | 469'796 EUR | 471'333 EUR | 98.64% | 98.64% |