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% | 92.80 % | 93.11 % | 500'000 | 500'000 | 494'940 | 494'940 | 459'715 EUR | 461'251 EUR | 99.37% | 99.37% |
19.11.2024 | 0.34% | 93.00 % | 93.31 % | 500'000 | 500'000 | 494'968 | 494'968 | 460'879 EUR | 462'416 EUR | 100.00% | 100.00% |
18.11.2024 | 0.34% | 93.40 % | 93.71 % | 500'000 | 500'000 | 494'970 | 494'970 | 465'506 EUR | 467'043 EUR | 100.00% | 100.00% |
15.11.2024 | 0.54% | 94.70 % | 95.20 % | 500'000 | 500'000 | 494'969 | 494'969 | 469'077 EUR | 471'554 EUR | 100.00% | 100.00% |
14.11.2024 | 0.33% | 95.60 % | 95.91 % | 500'000 | 500'000 | 494'882 | 494'882 | 475'162 EUR | 476'699 EUR | 98.28% | 98.28% |
13.11.2024 | 0.33% | 96.50 % | 96.81 % | 500'000 | 500'000 | 494'970 | 494'970 | 476'385 EUR | 477'922 EUR | 100.00% | 100.00% |
12.11.2024 | 0.33% | 96.70 % | 97.01 % | 500'000 | 500'000 | 494'973 | 494'973 | 479'183 EUR | 480'720 EUR | 100.00% | 100.00% |
11.11.2024 | 0.33% | 97.30 % | 97.61 % | 500'000 | 500'000 | 494'969 | 494'969 | 481'363 EUR | 482'900 EUR | 100.00% | 100.00% |
08.11.2024 | 0.33% | 96.80 % | 97.11 % | 500'000 | 500'000 | 494'967 | 494'967 | 480'268 EUR | 481'805 EUR | 100.00% | 100.00% |
07.11.2024 | 0.33% | 97.00 % | 97.31 % | 500'000 | 500'000 | 494'957 | 494'957 | 480'640 EUR | 482'177 EUR | 99.76% | 99.76% |