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 | 0.62% | 98.70 % | 99.30 % | 500'000 | 500'000 | 494'972 | 494'972 | 489'936 EUR | 492'910 EUR | 100.00% | 100.00% |
19.11.2024 | 0.62% | 99.10 % | 99.70 % | 500'000 | 500'000 | 494'968 | 494'968 | 489'875 EUR | 492'849 EUR | 100.00% | 100.00% |
18.11.2024 | 0.62% | 99.60 % | 100.20 % | 500'000 | 500'000 | 494'971 | 494'971 | 491'769 EUR | 494'743 EUR | 100.00% | 100.00% |
15.11.2024 | 0.82% | 99.10 % | 99.90 % | 500'000 | 500'000 | 494'969 | 494'969 | 491'048 EUR | 495'012 EUR | 100.00% | 100.00% |
14.11.2024 | 0.62% | 99.20 % | 99.80 % | 500'000 | 500'000 | 494'924 | 494'924 | 488'484 EUR | 491'457 EUR | 99.10% | 99.10% |
13.11.2024 | 0.63% | 98.10 % | 98.70 % | 500'000 | 500'000 | 494'970 | 494'970 | 486'527 EUR | 489'501 EUR | 100.00% | 100.00% |
12.11.2024 | 0.62% | 98.60 % | 99.20 % | 500'000 | 500'000 | 494'973 | 494'973 | 491'019 EUR | 493'993 EUR | 100.00% | 100.00% |
11.11.2024 | 0.62% | 99.50 % | 100.10 % | 500'000 | 500'000 | 494'969 | 494'969 | 492'486 EUR | 495'460 EUR | 100.00% | 100.00% |
08.11.2024 | 0.62% | 99.20 % | 99.80 % | 500'000 | 500'000 | 494'968 | 494'968 | 491'202 EUR | 494'177 EUR | 100.00% | 100.00% |
07.11.2024 | 0.62% | 99.40 % | 100.00 % | 500'000 | 500'000 | 494'957 | 494'957 | 491'133 EUR | 494'107 EUR | 99.76% | 99.76% |