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 | 0.33% | 96.90 % | 97.21 % | 500'000 | 500'000 | 494'944 | 494'944 | 479'742 EUR | 481'278 EUR | 99.37% | 99.37% |
19.11.2024 | 0.33% | 96.80 % | 97.11 % | 500'000 | 500'000 | 494'968 | 494'968 | 477'364 EUR | 478'901 EUR | 100.00% | 100.00% |
18.11.2024 | 0.33% | 96.40 % | 96.71 % | 500'000 | 500'000 | 494'970 | 494'970 | 477'481 EUR | 479'018 EUR | 100.00% | 100.00% |
15.11.2024 | 0.52% | 97.10 % | 97.60 % | 500'000 | 500'000 | 494'969 | 494'969 | 480'913 EUR | 483'391 EUR | 100.00% | 100.00% |
14.11.2024 | 0.33% | 97.40 % | 97.71 % | 500'000 | 500'000 | 494'927 | 494'927 | 481'009 EUR | 482'546 EUR | 99.10% | 99.10% |
13.11.2024 | 0.45% | 96.80 % | 97.11 % | 500'000 | 500'000 | 442'100 | 442'100 | 429'262 EUR | 430'692 EUR | 99.32% | 99.32% |
12.11.2024 | 0.33% | 97.40 % | 97.71 % | 500'000 | 500'000 | 494'975 | 494'975 | 482'340 EUR | 483'877 EUR | 100.00% | 100.00% |
11.11.2024 | 0.33% | 98.00 % | 98.31 % | 500'000 | 500'000 | 494'971 | 494'971 | 485'257 EUR | 486'794 EUR | 100.00% | 100.00% |
08.11.2024 | 0.33% | 98.00 % | 98.31 % | 500'000 | 500'000 | 494'967 | 494'967 | 483'744 EUR | 485'281 EUR | 100.00% | 100.00% |
07.11.2024 | 0.33% | 96.90 % | 97.21 % | 500'000 | 500'000 | 494'930 | 494'930 | 478'504 EUR | 480'041 EUR | 99.23% | 99.23% |