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 | 0.33% | 96.40 % | 96.71 % | 500'000 | 500'000 | 494'976 | 494'976 | 478'218 EUR | 479'754 EUR | 100.00% | 100.00% |
19.11.2024 | 0.33% | 96.60 % | 96.91 % | 500'000 | 500'000 | 494'969 | 494'969 | 477'960 EUR | 479'497 EUR | 100.00% | 100.00% |
18.11.2024 | 0.33% | 97.00 % | 97.31 % | 500'000 | 500'000 | 494'970 | 494'970 | 479'454 EUR | 480'991 EUR | 100.00% | 100.00% |
15.11.2024 | 0.52% | 97.00 % | 97.50 % | 500'000 | 500'000 | 494'969 | 494'969 | 480'670 EUR | 483'147 EUR | 100.00% | 100.00% |
14.11.2024 | 0.33% | 97.20 % | 97.51 % | 500'000 | 500'000 | 494'927 | 494'927 | 479'251 EUR | 480'788 EUR | 99.10% | 99.10% |
13.11.2024 | 0.33% | 96.50 % | 96.81 % | 500'000 | 500'000 | 494'970 | 494'970 | 476'305 EUR | 477'842 EUR | 100.00% | 100.00% |
12.11.2024 | 0.33% | 95.60 % | 95.91 % | 500'000 | 500'000 | 494'975 | 494'975 | 475'600 EUR | 477'137 EUR | 100.00% | 100.00% |
11.11.2024 | 0.33% | 97.70 % | 98.01 % | 500'000 | 500'000 | 494'969 | 494'969 | 484'795 EUR | 486'332 EUR | 100.00% | 100.00% |
08.11.2024 | 0.33% | 98.00 % | 98.31 % | 500'000 | 500'000 | 494'968 | 494'968 | 484'480 EUR | 486'017 EUR | 100.00% | 100.00% |
07.11.2024 | 0.32% | 99.10 % | 99.41 % | 500'000 | 500'000 | 494'905 | 494'905 | 489'436 EUR | 490'973 EUR | 98.73% | 98.73% |