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% | 92.50 % | 92.81 % | 500'000 | 500'000 | 494'905 | 494'905 | 461'410 EUR | 462'945 EUR | 98.68% | 98.68% |
19.11.2024 | 0.34% | 94.60 % | 94.91 % | 500'000 | 500'000 | 494'968 | 494'968 | 469'927 EUR | 471'464 EUR | 100.00% | 100.00% |
18.11.2024 | 0.33% | 95.90 % | 96.21 % | 500'000 | 500'000 | 494'971 | 494'971 | 476'112 EUR | 477'649 EUR | 100.00% | 100.00% |
15.11.2024 | 0.53% | 96.40 % | 96.90 % | 500'000 | 500'000 | 494'969 | 494'969 | 477'224 EUR | 479'701 EUR | 100.00% | 100.00% |
14.11.2024 | 0.33% | 96.40 % | 96.71 % | 500'000 | 500'000 | 494'927 | 494'927 | 474'764 EUR | 476'301 EUR | 99.10% | 99.10% |
13.11.2024 | 0.33% | 95.80 % | 96.11 % | 500'000 | 500'000 | 494'970 | 494'970 | 475'439 EUR | 476'976 EUR | 100.00% | 100.00% |
12.11.2024 | 0.34% | 96.60 % | 96.91 % | 500'000 | 500'000 | 489'970 | 489'970 | 477'572 EUR | 479'099 EUR | 100.00% | 100.00% |
11.11.2024 | 0.33% | 97.40 % | 97.71 % | 500'000 | 500'000 | 494'938 | 494'938 | 482'398 EUR | 483'935 EUR | 99.32% | 99.32% |
08.11.2024 | 0.33% | 97.60 % | 97.91 % | 500'000 | 500'000 | 494'968 | 494'968 | 481'970 EUR | 483'507 EUR | 100.00% | 100.00% |
07.11.2024 | 0.33% | 98.50 % | 98.81 % | 500'000 | 500'000 | 494'926 | 494'926 | 484'975 EUR | 486'512 EUR | 99.14% | 99.14% |