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% | 94.70 % | 95.01 % | 500'000 | 500'000 | 494'944 | 494'944 | 467'531 EUR | 469'067 EUR | 99.37% | 99.37% |
19.11.2024 | 0.34% | 94.80 % | 95.11 % | 500'000 | 500'000 | 494'968 | 494'968 | 468'410 EUR | 469'947 EUR | 100.00% | 100.00% |
18.11.2024 | 0.34% | 94.40 % | 94.71 % | 500'000 | 500'000 | 494'971 | 494'971 | 468'610 EUR | 470'147 EUR | 100.00% | 100.00% |
15.11.2024 | 0.54% | 94.80 % | 95.30 % | 500'000 | 500'000 | 494'969 | 494'969 | 469'425 EUR | 471'902 EUR | 100.00% | 100.00% |
14.11.2024 | 0.34% | 95.30 % | 95.61 % | 500'000 | 500'000 | 494'927 | 494'927 | 471'251 EUR | 472'788 EUR | 99.10% | 99.10% |
13.11.2024 | 0.34% | 94.90 % | 95.21 % | 500'000 | 500'000 | 494'970 | 494'970 | 471'095 EUR | 472'632 EUR | 100.00% | 100.00% |
12.11.2024 | 0.33% | 95.90 % | 96.21 % | 500'000 | 500'000 | 494'976 | 494'976 | 476'112 EUR | 477'649 EUR | 100.00% | 100.00% |
11.11.2024 | 0.33% | 97.10 % | 97.41 % | 500'000 | 500'000 | 494'973 | 494'973 | 480'563 EUR | 482'100 EUR | 100.00% | 100.00% |
08.11.2024 | 0.33% | 96.40 % | 96.71 % | 500'000 | 500'000 | 494'967 | 494'967 | 476'662 EUR | 478'199 EUR | 100.00% | 100.00% |
07.11.2024 | 0.33% | 96.00 % | 96.31 % | 500'000 | 500'000 | 494'957 | 494'957 | 476'157 EUR | 477'694 EUR | 99.76% | 99.76% |