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% | 94.40 % | 94.71 % | 500'000 | 500'000 | 494'944 | 494'944 | 468'388 EUR | 469'924 EUR | 99.37% | 99.37% |
19.11.2024 | 0.34% | 94.80 % | 95.11 % | 500'000 | 500'000 | 494'968 | 494'968 | 469'682 EUR | 471'219 EUR | 100.00% | 100.00% |
18.11.2024 | 0.34% | 94.30 % | 94.61 % | 500'000 | 500'000 | 494'970 | 494'970 | 467'051 EUR | 468'588 EUR | 100.00% | 100.00% |
15.11.2024 | 0.54% | 94.50 % | 95.00 % | 500'000 | 500'000 | 494'969 | 494'969 | 470'383 EUR | 472'860 EUR | 100.00% | 100.00% |
14.11.2024 | 0.34% | 95.50 % | 95.81 % | 500'000 | 500'000 | 494'924 | 494'924 | 470'631 EUR | 472'168 EUR | 99.10% | 99.10% |
13.11.2024 | 0.34% | 95.30 % | 95.61 % | 500'000 | 500'000 | 494'970 | 494'970 | 472'409 EUR | 473'946 EUR | 100.00% | 100.00% |
12.11.2024 | 0.33% | 95.60 % | 95.91 % | 500'000 | 500'000 | 494'970 | 494'970 | 475'409 EUR | 476'946 EUR | 100.00% | 100.00% |
11.11.2024 | 0.33% | 96.60 % | 96.91 % | 500'000 | 500'000 | 494'971 | 494'971 | 478'600 EUR | 480'137 EUR | 100.00% | 100.00% |
08.11.2024 | 0.33% | 96.00 % | 96.31 % | 500'000 | 500'000 | 494'968 | 494'968 | 476'568 EUR | 478'105 EUR | 100.00% | 100.00% |
07.11.2024 | 0.33% | 96.50 % | 96.81 % | 500'000 | 500'000 | 494'957 | 494'957 | 478'710 EUR | 480'246 EUR | 99.76% | 99.76% |