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 | 0.36% | 88.00 % | 88.31 % | 500'000 | 500'000 | 494'944 | 494'944 | 436'182 EUR | 437'718 EUR | 99.37% | 99.37% |
19.11.2024 | 0.36% | 88.30 % | 88.61 % | 500'000 | 500'000 | 494'970 | 494'970 | 438'012 EUR | 439'549 EUR | 100.00% | 100.00% |
18.11.2024 | 0.36% | 88.70 % | 89.01 % | 500'000 | 500'000 | 494'970 | 494'970 | 442'742 EUR | 444'279 EUR | 100.00% | 100.00% |
15.11.2024 | 0.56% | 90.50 % | 91.00 % | 500'000 | 500'000 | 494'921 | 494'921 | 453'135 EUR | 455'612 EUR | 99.04% | 99.04% |
14.11.2024 | 0.34% | 92.90 % | 93.21 % | 500'000 | 500'000 | 494'927 | 494'927 | 459'248 EUR | 460'785 EUR | 99.10% | 99.10% |
13.11.2024 | 0.34% | 92.40 % | 92.71 % | 500'000 | 500'000 | 494'970 | 494'970 | 461'625 EUR | 463'162 EUR | 100.00% | 100.00% |
12.11.2024 | 0.36% | 94.10 % | 94.41 % | 500'000 | 500'000 | 486'757 | 486'757 | 455'156 EUR | 456'698 EUR | 98.07% | 98.07% |
11.11.2024 | 0.34% | 93.80 % | 94.11 % | 500'000 | 500'000 | 494'971 | 494'971 | 465'336 EUR | 466'873 EUR | 100.00% | 100.00% |
08.11.2024 | 0.34% | 93.50 % | 93.81 % | 500'000 | 500'000 | 494'967 | 494'967 | 465'441 EUR | 466'978 EUR | 100.00% | 100.00% |
07.11.2024 | 0.34% | 94.60 % | 94.91 % | 500'000 | 500'000 | 494'957 | 494'957 | 468'357 EUR | 469'894 EUR | 99.76% | 99.76% |