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% | 99.80 % | 100.10 % | 500'000 | 500'000 | 494'942 | 494'942 | 495'328 EUR | 496'815 EUR | 99.37% | 99.37% |
19.11.2024 | 0.31% | 99.40 % | 99.70 % | 500'000 | 500'000 | 494'969 | 494'969 | 490'443 EUR | 491'931 EUR | 100.00% | 100.00% |
18.11.2024 | 0.31% | 99.60 % | 99.90 % | 500'000 | 500'000 | 494'970 | 494'970 | 493'251 EUR | 494'739 EUR | 100.00% | 100.00% |
15.11.2024 | 0.51% | 100.50 % | 101.00 % | 500'000 | 500'000 | 494'969 | 494'969 | 496'738 EUR | 499'216 EUR | 100.00% | 100.00% |
14.11.2024 | 0.31% | 99.60 % | 99.90 % | 500'000 | 500'000 | 494'924 | 494'924 | 492'170 EUR | 493'657 EUR | 99.10% | 99.10% |
13.11.2024 | 0.31% | 99.40 % | 99.70 % | 500'000 | 500'000 | 494'970 | 494'970 | 493'136 EUR | 494'624 EUR | 100.00% | 100.00% |
12.11.2024 | 0.31% | 99.90 % | 100.20 % | 500'000 | 500'000 | 494'969 | 494'969 | 495'210 EUR | 496'698 EUR | 100.00% | 100.00% |
11.11.2024 | 0.31% | 100.10 % | 100.40 % | 500'000 | 500'000 | 494'971 | 494'971 | 494'723 EUR | 496'211 EUR | 100.00% | 100.00% |
08.11.2024 | 0.31% | 99.70 % | 100.00 % | 500'000 | 500'000 | 494'968 | 494'968 | 494'598 EUR | 496'086 EUR | 100.00% | 100.00% |
07.11.2024 | 0.31% | 99.80 % | 100.10 % | 500'000 | 500'000 | 494'930 | 494'930 | 493'595 EUR | 495'082 EUR | 99.23% | 99.23% |