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% | 95.20 % | 95.51 % | 500'000 | 500'000 | 494'907 | 494'907 | 471'141 EUR | 472'677 EUR | 98.64% | 98.64% |
19.11.2024 | 0.33% | 95.50 % | 95.81 % | 500'000 | 500'000 | 494'968 | 494'968 | 472'839 EUR | 474'376 EUR | 100.00% | 100.00% |
18.11.2024 | 0.33% | 96.50 % | 96.81 % | 500'000 | 500'000 | 494'971 | 494'971 | 478'919 EUR | 480'456 EUR | 100.00% | 100.00% |
15.11.2024 | 0.53% | 96.90 % | 97.40 % | 500'000 | 500'000 | 494'940 | 494'940 | 479'397 EUR | 481'874 EUR | 99.41% | 99.41% |
14.11.2024 | 0.33% | 95.90 % | 96.21 % | 500'000 | 500'000 | 494'927 | 494'927 | 474'862 EUR | 476'398 EUR | 99.10% | 99.10% |
13.11.2024 | 0.34% | 95.70 % | 96.01 % | 500'000 | 500'000 | 494'938 | 494'938 | 470'940 EUR | 472'477 EUR | 99.38% | 99.38% |
12.11.2024 | 0.34% | 94.30 % | 94.61 % | 500'000 | 500'000 | 494'975 | 494'975 | 465'889 EUR | 467'426 EUR | 100.00% | 100.00% |
11.11.2024 | 0.33% | 97.90 % | 98.21 % | 500'000 | 500'000 | 494'973 | 494'973 | 484'466 EUR | 486'003 EUR | 100.00% | 100.00% |
08.11.2024 | 0.33% | 97.60 % | 97.91 % | 500'000 | 500'000 | 494'968 | 494'968 | 483'720 EUR | 485'257 EUR | 100.00% | 100.00% |
07.11.2024 | 0.33% | 97.80 % | 98.11 % | 500'000 | 500'000 | 494'913 | 494'913 | 485'325 EUR | 486'862 EUR | 98.89% | 98.89% |