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% | 96.40 % | 96.71 % | 500'000 | 500'000 | 494'976 | 494'976 | 477'568 EUR | 479'104 EUR | 100.00% | 100.00% |
19.11.2024 | 0.33% | 96.10 % | 96.41 % | 500'000 | 500'000 | 494'968 | 494'968 | 474'373 EUR | 475'910 EUR | 100.00% | 100.00% |
18.11.2024 | 0.33% | 96.50 % | 96.81 % | 500'000 | 500'000 | 494'971 | 494'971 | 477'734 EUR | 479'271 EUR | 100.00% | 100.00% |
15.11.2024 | 0.53% | 96.70 % | 97.20 % | 500'000 | 500'000 | 494'969 | 494'969 | 479'116 EUR | 481'593 EUR | 100.00% | 100.00% |
14.11.2024 | 0.33% | 97.10 % | 97.41 % | 500'000 | 500'000 | 494'927 | 494'927 | 479'801 EUR | 481'338 EUR | 99.10% | 99.10% |
13.11.2024 | 0.33% | 96.70 % | 97.01 % | 500'000 | 500'000 | 494'970 | 494'970 | 478'475 EUR | 480'012 EUR | 100.00% | 100.00% |
12.11.2024 | 0.33% | 97.30 % | 97.61 % | 500'000 | 500'000 | 494'975 | 494'975 | 483'308 EUR | 484'845 EUR | 100.00% | 100.00% |
11.11.2024 | 0.33% | 97.60 % | 97.91 % | 500'000 | 500'000 | 494'973 | 494'973 | 483'011 EUR | 484'548 EUR | 100.00% | 100.00% |
08.11.2024 | 0.33% | 98.10 % | 98.41 % | 500'000 | 500'000 | 494'928 | 494'928 | 485'077 EUR | 486'614 EUR | 99.21% | 99.21% |
07.11.2024 | 0.31% | 98.50 % | 98.81 % | 500'000 | 500'000 | 209'649 | 209'649 | 207'167 EUR | 207'817 EUR | 97.86% | 97.86% |