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 | 0.32% | 98.50 % | 98.81 % | 500'000 | 500'000 | 494'971 | 494'971 | 488'850 EUR | 490'386 EUR | 100.00% | 100.00% |
19.11.2024 | 0.32% | 98.70 % | 99.01 % | 500'000 | 500'000 | 494'961 | 494'961 | 488'396 EUR | 489'933 EUR | 99.84% | 99.84% |
18.11.2024 | 0.32% | 99.20 % | 99.51 % | 500'000 | 500'000 | 494'970 | 494'970 | 490'883 EUR | 492'420 EUR | 100.00% | 100.00% |
15.11.2024 | 0.32% | 99.20 % | 99.51 % | 500'000 | 500'000 | 494'969 | 494'969 | 490'432 EUR | 491'968 EUR | 100.00% | 100.00% |
14.11.2024 | 0.32% | 99.00 % | 99.31 % | 500'000 | 500'000 | 494'925 | 494'925 | 488'119 EUR | 489'656 EUR | 99.10% | 99.10% |
13.11.2024 | 0.33% | 97.90 % | 98.21 % | 500'000 | 500'000 | 494'970 | 494'970 | 485'471 EUR | 487'008 EUR | 100.00% | 100.00% |
12.11.2024 | 0.32% | 98.60 % | 98.91 % | 500'000 | 500'000 | 494'970 | 494'970 | 490'124 EUR | 491'661 EUR | 100.00% | 100.00% |
11.11.2024 | 0.32% | 99.10 % | 99.41 % | 500'000 | 500'000 | 494'971 | 494'971 | 488'882 EUR | 490'419 EUR | 100.00% | 100.00% |
08.11.2024 | 0.32% | 98.60 % | 98.91 % | 500'000 | 500'000 | 494'970 | 494'970 | 488'786 EUR | 490'323 EUR | 100.00% | 100.00% |
07.11.2024 | 0.32% | 99.50 % | 99.81 % | 500'000 | 500'000 | 494'969 | 494'969 | 491'005 EUR | 492'542 EUR | 100.00% | 100.00% |