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 |
---|---|---|---|---|---|---|---|---|---|---|---|
12.11.2024 | 0.91% | 87.90 % | 88.70 % | 500'000 | 500'000 | 493'543 | 493'543 | 437'871 EUR | 441'842 EUR | 100.00% | 100.00% |
11.11.2024 | 0.89% | 90.50 % | 91.30 % | 500'000 | 500'000 | 489'720 | 489'720 | 446'419 EUR | 450'375 EUR | 100.00% | 100.00% |
08.11.2024 | 0.88% | 90.80 % | 91.60 % | 500'000 | 500'000 | 491'952 | 491'975 | 453'601 EUR | 457'588 EUR | 100.00% | 100.00% |
07.11.2024 | 0.86% | 93.90 % | 94.70 % | 500'000 | 500'000 | 492'078 | 492'078 | 462'771 EUR | 466'737 EUR | 99.23% | 99.23% |
06.11.2024 | 0.96% | 93.50 % | 94.30 % | 500'000 | 500'000 | 426'547 | 426'547 | 404'211 EUR | 407'908 EUR | 100.00% | 100.00% |
05.11.2024 | 0.83% | 97.10 % | 97.90 % | 500'000 | 500'000 | 489'788 | 489'788 | 476'827 EUR | 480'785 EUR | 99.89% | 99.89% |
04.11.2024 | 0.85% | 97.80 % | 98.60 % | 500'000 | 500'000 | 477'824 | 477'824 | 464'969 EUR | 468'879 EUR | 99.32% | 99.32% |
01.11.2024 | 0.82% | 97.00 % | 97.80 % | 500'000 | 500'000 | 498'281 | 498'281 | 484'356 EUR | 488'348 EUR | 100.00% | 100.00% |
31.10.2024 | 0.82% | 97.00 % | 97.80 % | 500'000 | 500'000 | 498'755 | 498'755 | 483'150 EUR | 487'145 EUR | 100.00% | 100.00% |
30.10.2024 | 0.83% | 97.20 % | 98.00 % | 500'000 | 500'000 | 497'193 | 497'193 | 481'952 EUR | 485'940 EUR | 99.58% | 99.58% |