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% | 95.10 % | 95.41 % | 500'000 | 500'000 | 494'974 | 494'974 | 473'840 EUR | 475'376 EUR | 100.00% | 100.00% |
19.11.2024 | 0.34% | 95.40 % | 95.71 % | 500'000 | 500'000 | 494'969 | 494'969 | 468'397 EUR | 469'934 EUR | 100.00% | 100.00% |
18.11.2024 | 0.33% | 95.90 % | 96.21 % | 500'000 | 500'000 | 494'970 | 494'970 | 475'711 EUR | 477'248 EUR | 100.00% | 100.00% |
15.11.2024 | 0.53% | 96.50 % | 97.00 % | 500'000 | 500'000 | 494'969 | 494'969 | 477'285 EUR | 479'763 EUR | 100.00% | 100.00% |
14.11.2024 | 0.34% | 95.60 % | 95.91 % | 500'000 | 500'000 | 494'924 | 494'924 | 471'220 EUR | 472'757 EUR | 99.10% | 99.10% |
13.11.2024 | 0.34% | 94.70 % | 95.01 % | 500'000 | 500'000 | 494'970 | 494'905 | 471'639 EUR | 473'113 EUR | 100.00% | 100.00% |
12.11.2024 | 0.33% | 96.10 % | 96.41 % | 500'000 | 500'000 | 494'969 | 494'969 | 476'917 EUR | 478'454 EUR | 100.00% | 100.00% |
11.11.2024 | 0.33% | 96.50 % | 96.81 % | 500'000 | 500'000 | 494'971 | 494'971 | 476'018 EUR | 477'555 EUR | 100.00% | 100.00% |
08.11.2024 | 0.33% | 95.90 % | 96.21 % | 500'000 | 500'000 | 494'968 | 494'968 | 475'859 EUR | 477'396 EUR | 100.00% | 100.00% |
07.11.2024 | 0.33% | 96.00 % | 96.31 % | 500'000 | 500'000 | 494'957 | 494'957 | 474'381 EUR | 475'918 EUR | 99.76% | 99.76% |