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% | 100.70 % | 101.01 % | 500'000 | 500'000 | 494'893 | 494'893 | 498'357 EUR | 499'893 EUR | 98.41% | 98.41% |
19.11.2024 | 0.32% | 100.80 % | 101.11 % | 500'000 | 500'000 | 494'891 | 494'891 | 498'830 EUR | 500'367 EUR | 98.48% | 98.48% |
18.11.2024 | 0.32% | 100.70 % | 101.01 % | 500'000 | 500'000 | 494'971 | 494'971 | 498'393 EUR | 499'930 EUR | 100.00% | 100.00% |
15.11.2024 | 0.51% | 100.60 % | 101.10 % | 500'000 | 500'000 | 494'921 | 494'921 | 497'888 EUR | 500'366 EUR | 99.04% | 99.04% |
14.11.2024 | 0.32% | 100.60 % | 100.91 % | 500'000 | 500'000 | 494'924 | 494'924 | 497'909 EUR | 499'446 EUR | 99.10% | 99.10% |
13.11.2024 | 0.32% | 100.60 % | 100.91 % | 500'000 | 500'000 | 494'957 | 494'957 | 498'133 EUR | 499'670 EUR | 99.74% | 99.74% |
12.11.2024 | 0.32% | 100.80 % | 101.11 % | 500'000 | 500'000 | 494'969 | 494'969 | 499'040 EUR | 500'577 EUR | 100.00% | 100.00% |
11.11.2024 | 0.32% | 100.80 % | 101.11 % | 500'000 | 500'000 | 494'973 | 494'973 | 498'766 EUR | 500'304 EUR | 100.00% | 100.00% |
08.11.2024 | 0.32% | 100.70 % | 101.01 % | 500'000 | 500'000 | 494'970 | 494'970 | 498'394 EUR | 499'931 EUR | 100.00% | 100.00% |
07.11.2024 | 0.32% | 101.20 % | 101.51 % | 500'000 | 500'000 | 494'832 | 494'832 | 499'102 EUR | 500'638 EUR | 97.34% | 97.34% |