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% | 98.10 % | 98.40 % | 500'000 | 500'000 | 494'971 | 494'971 | 486'492 EUR | 487'980 EUR | 100.00% | 100.00% |
19.11.2024 | 0.32% | 98.00 % | 98.30 % | 500'000 | 500'000 | 494'969 | 494'969 | 484'732 EUR | 486'219 EUR | 100.00% | 100.00% |
18.11.2024 | 0.32% | 98.40 % | 98.70 % | 500'000 | 500'000 | 494'970 | 494'970 | 486'613 EUR | 488'101 EUR | 100.00% | 100.00% |
15.11.2024 | 0.52% | 98.50 % | 99.00 % | 500'000 | 500'000 | 494'969 | 494'969 | 487'198 EUR | 489'676 EUR | 100.00% | 100.00% |
14.11.2024 | 0.32% | 97.80 % | 98.10 % | 500'000 | 500'000 | 494'913 | 494'913 | 483'907 EUR | 485'394 EUR | 98.85% | 98.85% |
13.11.2024 | 0.32% | 97.70 % | 98.00 % | 500'000 | 500'000 | 494'970 | 494'970 | 484'524 EUR | 486'011 EUR | 100.00% | 100.00% |
12.11.2024 | 0.32% | 97.60 % | 97.90 % | 500'000 | 500'000 | 494'973 | 494'973 | 484'253 EUR | 485'740 EUR | 100.00% | 100.00% |
11.11.2024 | 0.31% | 98.80 % | 99.10 % | 500'000 | 500'000 | 494'969 | 494'969 | 490'246 EUR | 491'734 EUR | 100.00% | 100.00% |
08.11.2024 | 0.32% | 98.30 % | 98.60 % | 500'000 | 500'000 | 494'945 | 494'945 | 486'990 EUR | 488'477 EUR | 99.51% | 99.51% |
07.11.2024 | 0.31% | 99.20 % | 99.50 % | 500'000 | 500'000 | 494'931 | 494'931 | 489'877 EUR | 491'364 EUR | 99.23% | 99.23% |