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 | 494'940 | 494'940 | 467'107 EUR | 468'643 EUR | 99.37% | 99.37% |
19.11.2024 | 0.57% | 94.30 % | 94.61 % | 500'000 | 500'000 | 441'069 | 441'069 | 414'706 EUR | 416'614 EUR | 99.31% | 99.31% |
18.11.2024 | 0.33% | 95.40 % | 95.71 % | 500'000 | 500'000 | 494'970 | 494'970 | 473'095 EUR | 474'632 EUR | 100.00% | 100.00% |
15.11.2024 | 0.53% | 96.10 % | 96.60 % | 500'000 | 500'000 | 494'969 | 494'969 | 475'883 EUR | 478'360 EUR | 100.00% | 100.00% |
14.11.2024 | 0.33% | 97.00 % | 97.31 % | 500'000 | 500'000 | 494'927 | 494'927 | 476'368 EUR | 477'905 EUR | 99.10% | 99.10% |
13.11.2024 | 0.48% | 95.10 % | 95.41 % | 500'000 | 500'000 | 429'260 | 429'260 | 409'841 EUR | 411'246 EUR | 100.00% | 100.00% |
12.11.2024 | 0.60% | 97.00 % | 97.31 % | 500'000 | 500'000 | 364'116 | 364'116 | 354'047 EUR | 355'836 EUR | 98.38% | 98.38% |
11.11.2024 | 0.33% | 95.70 % | 96.01 % | 500'000 | 500'000 | 494'937 | 494'937 | 473'283 EUR | 474'820 EUR | 99.36% | 99.36% |
08.11.2024 | 0.34% | 93.90 % | 94.21 % | 500'000 | 500'000 | 494'970 | 494'970 | 464'911 EUR | 466'449 EUR | 100.00% | 100.00% |
07.11.2024 | 0.34% | 94.10 % | 94.41 % | 500'000 | 500'000 | 494'957 | 494'957 | 466'945 EUR | 468'482 EUR | 99.76% | 99.76% |