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 | 1.22% | 96.40 % | 97.40 % | 500'000 | 500'000 | 437'303 | 437'303 | 421'885 EUR | 426'350 EUR | 97.95% | 97.95% |
19.11.2024 | 1.05% | 96.20 % | 97.20 % | 500'000 | 500'000 | 492'407 | 492'407 | 473'615 EUR | 478'569 EUR | 100.00% | 100.00% |
18.11.2024 | 1.13% | 96.70 % | 97.70 % | 500'000 | 500'000 | 439'279 | 439'279 | 424'851 EUR | 429'481 EUR | 100.00% | 100.00% |
15.11.2024 | 1.03% | 97.30 % | 98.30 % | 500'000 | 500'000 | 496'187 | 496'187 | 482'799 EUR | 487'776 EUR | 100.00% | 100.00% |
14.11.2024 | 1.02% | 97.30 % | 98.30 % | 500'000 | 500'000 | 499'940 | 499'940 | 487'189 EUR | 492'189 EUR | 100.00% | 100.00% |
13.11.2024 | 1.03% | 96.90 % | 97.90 % | 500'000 | 500'000 | 497'551 | 497'551 | 483'797 EUR | 488'782 EUR | 100.00% | 100.00% |
12.11.2024 | 1.02% | 97.30 % | 98.30 % | 500'000 | 500'000 | 497'736 | 497'736 | 486'530 EUR | 491'516 EUR | 100.00% | 100.00% |
11.11.2024 | 1.01% | 98.60 % | 99.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 492'624 EUR | 497'624 EUR | 100.00% | 100.00% |
08.11.2024 | 1.02% | 97.60 % | 98.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 486'136 EUR | 491'136 EUR | 100.00% | 100.00% |
07.11.2024 | 1.02% | 97.50 % | 98.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 488'977 EUR | 493'977 EUR | 99.23% | 99.23% |