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 | 0.83% | 98.00 % | 98.80 % | 500'000 | 500'000 | 494'944 | 494'944 | 484'998 EUR | 488'963 EUR | 99.37% | 99.37% |
19.11.2024 | 0.83% | 98.00 % | 98.80 % | 500'000 | 500'000 | 494'970 | 494'970 | 484'991 EUR | 488'956 EUR | 100.00% | 100.00% |
18.11.2024 | 0.83% | 98.50 % | 99.30 % | 500'000 | 500'000 | 494'971 | 494'971 | 487'283 EUR | 491'248 EUR | 100.00% | 100.00% |
15.11.2024 | 1.03% | 98.60 % | 99.60 % | 500'000 | 500'000 | 494'969 | 494'969 | 488'012 EUR | 492'967 EUR | 100.00% | 100.00% |
14.11.2024 | 0.83% | 98.20 % | 99.00 % | 500'000 | 500'000 | 494'927 | 494'927 | 486'199 EUR | 490'164 EUR | 99.10% | 99.10% |
13.11.2024 | 0.83% | 97.90 % | 98.70 % | 500'000 | 500'000 | 494'970 | 494'970 | 485'931 EUR | 489'896 EUR | 100.00% | 100.00% |
12.11.2024 | 0.83% | 98.30 % | 99.10 % | 500'000 | 500'000 | 494'975 | 494'975 | 487'926 EUR | 491'891 EUR | 100.00% | 100.00% |
11.11.2024 | 0.83% | 98.90 % | 99.70 % | 500'000 | 500'000 | 494'973 | 494'973 | 489'727 EUR | 493'692 EUR | 100.00% | 100.00% |
08.11.2024 | 0.83% | 98.50 % | 99.30 % | 500'000 | 500'000 | 494'937 | 494'937 | 485'400 EUR | 489'365 EUR | 99.41% | 99.41% |
07.11.2024 | 0.84% | 98.00 % | 98.80 % | 500'000 | 500'000 | 494'931 | 494'931 | 481'434 EUR | 485'398 EUR | 99.23% | 99.23% |