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 | 0.31% | 100.50 % | 100.80 % | 500'000 | 500'000 | 494'944 | 494'944 | 497'592 EUR | 499'079 EUR | 99.37% | 99.37% |
19.11.2024 | 0.31% | 100.40 % | 100.70 % | 500'000 | 500'000 | 494'968 | 494'968 | 497'106 EUR | 498'594 EUR | 100.00% | 100.00% |
18.11.2024 | 0.31% | 100.40 % | 100.70 % | 500'000 | 500'000 | 494'970 | 494'970 | 497'459 EUR | 498'946 EUR | 100.00% | 100.00% |
15.11.2024 | 0.51% | 100.50 % | 101.00 % | 500'000 | 500'000 | 494'969 | 494'969 | 497'406 EUR | 499'883 EUR | 100.00% | 100.00% |
14.11.2024 | 0.31% | 100.60 % | 100.90 % | 500'000 | 500'000 | 494'928 | 494'928 | 497'729 EUR | 499'216 EUR | 99.10% | 99.10% |
13.11.2024 | 0.31% | 100.50 % | 100.80 % | 500'000 | 500'000 | 494'970 | 494'970 | 497'441 EUR | 498'929 EUR | 100.00% | 100.00% |
12.11.2024 | 0.31% | 100.50 % | 100.80 % | 500'000 | 500'000 | 494'975 | 494'975 | 497'280 EUR | 498'768 EUR | 100.00% | 100.00% |
11.11.2024 | 0.31% | 100.50 % | 100.80 % | 500'000 | 500'000 | 494'971 | 494'971 | 497'499 EUR | 498'986 EUR | 100.00% | 100.00% |
08.11.2024 | 0.31% | 100.40 % | 100.70 % | 500'000 | 500'000 | 494'967 | 494'967 | 497'176 EUR | 498'664 EUR | 100.00% | 100.00% |
07.11.2024 | 0.31% | 100.50 % | 100.80 % | 500'000 | 500'000 | 494'930 | 494'930 | 497'075 EUR | 498'562 EUR | 99.23% | 99.23% |