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% | 100.60 % | 100.91 % | 500'000 | 500'000 | 494'939 | 494'939 | 497'908 EUR | 499'444 EUR | 99.37% | 99.37% |
19.11.2024 | 0.32% | 100.50 % | 100.81 % | 500'000 | 500'000 | 494'931 | 494'931 | 497'478 EUR | 499'015 EUR | 99.25% | 99.25% |
18.11.2024 | 0.32% | 100.70 % | 101.01 % | 500'000 | 500'000 | 494'970 | 494'970 | 498'434 EUR | 499'972 EUR | 100.00% | 100.00% |
15.11.2024 | 0.51% | 100.60 % | 101.10 % | 500'000 | 500'000 | 494'969 | 494'969 | 497'686 EUR | 500'163 EUR | 100.00% | 100.00% |
14.11.2024 | 0.32% | 100.80 % | 101.11 % | 500'000 | 500'000 | 494'851 | 494'851 | 499'166 EUR | 500'702 EUR | 97.70% | 97.70% |
13.11.2024 | 0.32% | 100.40 % | 100.71 % | 500'000 | 500'000 | 494'970 | 494'970 | 496'997 EUR | 498'534 EUR | 100.00% | 100.00% |
12.11.2024 | 0.32% | 100.50 % | 100.81 % | 500'000 | 500'000 | 494'915 | 494'915 | 497'834 EUR | 499'371 EUR | 98.93% | 98.93% |
11.11.2024 | 0.32% | 100.60 % | 100.91 % | 500'000 | 500'000 | 494'969 | 494'969 | 498'017 EUR | 499'554 EUR | 100.00% | 100.00% |
08.11.2024 | 0.32% | 100.60 % | 100.91 % | 500'000 | 500'000 | 494'970 | 494'970 | 498'061 EUR | 499'598 EUR | 100.00% | 100.00% |
07.11.2024 | 0.32% | 100.70 % | 101.01 % | 500'000 | 500'000 | 494'930 | 494'930 | 498'336 EUR | 499'873 EUR | 99.23% | 99.23% |