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% | 98.30 % | 98.60 % | 500'000 | 500'000 | 494'944 | 494'944 | 487'112 EUR | 488'600 EUR | 99.37% | 99.37% |
19.11.2024 | 0.32% | 98.10 % | 98.40 % | 500'000 | 500'000 | 494'970 | 494'970 | 485'662 EUR | 487'150 EUR | 100.00% | 100.00% |
18.11.2024 | 0.31% | 98.70 % | 99.00 % | 500'000 | 500'000 | 494'971 | 494'971 | 488'643 EUR | 490'130 EUR | 100.00% | 100.00% |
15.11.2024 | 0.52% | 98.30 % | 98.80 % | 500'000 | 500'000 | 494'969 | 494'969 | 487'209 EUR | 489'686 EUR | 100.00% | 100.00% |
14.11.2024 | 0.32% | 98.40 % | 98.70 % | 500'000 | 500'000 | 494'927 | 494'927 | 487'106 EUR | 488'593 EUR | 99.10% | 99.10% |
13.11.2024 | 0.32% | 98.10 % | 98.40 % | 500'000 | 500'000 | 494'970 | 494'970 | 486'842 EUR | 488'330 EUR | 100.00% | 100.00% |
12.11.2024 | 0.31% | 98.50 % | 98.80 % | 500'000 | 500'000 | 494'975 | 494'975 | 488'667 EUR | 490'155 EUR | 100.00% | 100.00% |
11.11.2024 | 0.31% | 98.80 % | 99.10 % | 500'000 | 500'000 | 494'973 | 494'973 | 489'103 EUR | 490'590 EUR | 100.00% | 100.00% |
08.11.2024 | 0.32% | 98.50 % | 98.80 % | 500'000 | 500'000 | 494'937 | 494'937 | 486'103 EUR | 487'591 EUR | 99.41% | 99.41% |
07.11.2024 | 0.32% | 98.10 % | 98.40 % | 500'000 | 500'000 | 494'931 | 494'931 | 482'312 EUR | 483'800 EUR | 99.23% | 99.23% |