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% | 98.30 % | 98.61 % | 500'000 | 500'000 | 494'944 | 494'944 | 486'839 EUR | 488'375 EUR | 99.37% | 99.37% |
19.11.2024 | 0.32% | 98.50 % | 98.81 % | 500'000 | 500'000 | 494'968 | 494'968 | 487'710 EUR | 489'248 EUR | 100.00% | 100.00% |
18.11.2024 | 0.33% | 98.00 % | 98.31 % | 500'000 | 500'000 | 494'970 | 494'970 | 485'443 EUR | 486'980 EUR | 100.00% | 100.00% |
15.11.2024 | 0.52% | 98.20 % | 98.70 % | 500'000 | 500'000 | 494'969 | 494'969 | 487'452 EUR | 489'929 EUR | 100.00% | 100.00% |
14.11.2024 | 0.32% | 98.80 % | 99.11 % | 500'000 | 500'000 | 494'924 | 494'924 | 487'614 EUR | 489'151 EUR | 99.10% | 99.10% |
13.11.2024 | 0.32% | 98.50 % | 98.81 % | 500'000 | 500'000 | 494'970 | 494'970 | 487'967 EUR | 489'504 EUR | 100.00% | 100.00% |
12.11.2024 | 0.32% | 98.70 % | 99.01 % | 500'000 | 500'000 | 494'970 | 494'970 | 489'478 EUR | 491'015 EUR | 100.00% | 100.00% |
11.11.2024 | 0.32% | 99.20 % | 99.51 % | 500'000 | 500'000 | 494'971 | 494'971 | 491'412 EUR | 492'949 EUR | 100.00% | 100.00% |
08.11.2024 | 0.32% | 98.80 % | 99.11 % | 500'000 | 500'000 | 494'968 | 494'968 | 490'174 EUR | 491'711 EUR | 100.00% | 100.00% |
07.11.2024 | 0.32% | 99.00 % | 99.31 % | 500'000 | 500'000 | 494'931 | 494'931 | 490'757 EUR | 492'294 EUR | 99.23% | 99.23% |