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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22.11.2024 | 0.33% | 98.10 % | 98.41 % | 500'000 | 500'000 | 494'931 | 494'931 | 485'432 EUR | 486'969 EUR | 99.18% | 99.18% |
20.11.2024 | 0.32% | 99.10 % | 99.41 % | 500'000 | 500'000 | 494'972 | 494'972 | 491'893 EUR | 493'429 EUR | 100.00% | 100.00% |
19.11.2024 | 0.32% | 99.60 % | 99.91 % | 500'000 | 500'000 | 494'969 | 494'969 | 493'028 EUR | 494'566 EUR | 100.00% | 100.00% |
18.11.2024 | 0.32% | 100.00 % | 100.31 % | 500'000 | 500'000 | 494'970 | 494'970 | 494'580 EUR | 496'117 EUR | 100.00% | 100.00% |
15.11.2024 | 0.51% | 99.00 % | 99.50 % | 500'000 | 500'000 | 494'969 | 494'969 | 490'498 EUR | 492'976 EUR | 100.00% | 100.00% |
14.11.2024 | 0.32% | 99.70 % | 100.01 % | 500'000 | 500'000 | 494'925 | 494'925 | 492'838 EUR | 494'375 EUR | 99.10% | 99.10% |
13.11.2024 | 0.32% | 99.10 % | 99.41 % | 500'000 | 500'000 | 494'970 | 494'970 | 491'189 EUR | 492'726 EUR | 100.00% | 100.00% |
12.11.2024 | 0.32% | 99.40 % | 99.71 % | 500'000 | 500'000 | 494'919 | 494'919 | 493'823 EUR | 495'360 EUR | 98.97% | 98.97% |
11.11.2024 | 0.32% | 99.80 % | 100.11 % | 500'000 | 500'000 | 494'971 | 494'971 | 493'578 EUR | 495'115 EUR | 100.00% | 100.00% |
08.11.2024 | 0.32% | 99.30 % | 99.61 % | 500'000 | 500'000 | 494'970 | 494'970 | 491'629 EUR | 493'167 EUR | 100.00% | 100.00% |