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 | 0.32% | 100.20 % | 100.51 % | 500'000 | 500'000 | 494'971 | 494'971 | 496'767 EUR | 498'303 EUR | 100.00% | 100.00% |
19.11.2024 | 0.32% | 100.30 % | 100.61 % | 500'000 | 500'000 | 494'969 | 494'969 | 496'405 EUR | 497'942 EUR | 100.00% | 100.00% |
18.11.2024 | 0.32% | 100.40 % | 100.71 % | 500'000 | 500'000 | 494'969 | 494'969 | 496'692 EUR | 498'230 EUR | 100.00% | 100.00% |
15.11.2024 | 0.51% | 100.30 % | 100.80 % | 500'000 | 500'000 | 494'825 | 494'825 | 496'347 EUR | 498'824 EUR | 97.21% | 97.21% |
14.11.2024 | 0.32% | 100.30 % | 100.61 % | 500'000 | 500'000 | 494'925 | 494'925 | 496'295 EUR | 497'832 EUR | 99.10% | 99.10% |
13.11.2024 | 0.32% | 100.20 % | 100.51 % | 500'000 | 500'000 | 494'970 | 494'970 | 496'289 EUR | 497'826 EUR | 100.00% | 100.00% |
12.11.2024 | 0.32% | 100.10 % | 100.41 % | 500'000 | 500'000 | 494'971 | 494'971 | 495'965 EUR | 497'502 EUR | 100.00% | 100.00% |
11.11.2024 | 0.32% | 100.30 % | 100.61 % | 500'000 | 500'000 | 494'969 | 494'969 | 496'481 EUR | 498'018 EUR | 100.00% | 100.00% |
08.11.2024 | 0.32% | 100.20 % | 100.51 % | 500'000 | 500'000 | 494'970 | 494'970 | 496'088 EUR | 497'625 EUR | 100.00% | 100.00% |
07.11.2024 | 0.32% | 100.20 % | 100.51 % | 500'000 | 500'000 | 494'931 | 494'931 | 496'173 EUR | 497'710 EUR | 99.23% | 99.23% |