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 | 0.96% | 84.00 % | 84.80 % | 500'000 | 500'000 | 497'626 | 497'626 | 417'129 EUR | 421'112 EUR | 98.59% | 98.59% |
19.11.2024 | 0.98% | 84.30 % | 85.10 % | 500'000 | 500'000 | 474'236 | 474'236 | 400'712 EUR | 404'593 EUR | 100.00% | 100.00% |
18.11.2024 | 0.97% | 85.30 % | 86.10 % | 500'000 | 500'000 | 480'596 | 480'596 | 405'685 EUR | 409'596 EUR | 100.00% | 100.00% |
15.11.2024 | 0.93% | 86.50 % | 87.30 % | 500'000 | 500'000 | 490'470 | 490'470 | 425'944 EUR | 429'901 EUR | 100.00% | 100.00% |
14.11.2024 | 0.95% | 86.10 % | 86.90 % | 500'000 | 500'000 | 487'397 | 487'397 | 419'209 EUR | 423'152 EUR | 100.00% | 100.00% |
13.11.2024 | 0.95% | 86.60 % | 87.40 % | 500'000 | 500'000 | 484'624 | 484'624 | 418'780 EUR | 422'710 EUR | 100.00% | 100.00% |
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% |