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% | 99.90 % | 100.21 % | 500'000 | 500'000 | 494'944 | 494'944 | 494'437 EUR | 495'974 EUR | 99.37% | 99.37% |
19.11.2024 | 0.32% | 99.60 % | 99.91 % | 500'000 | 500'000 | 494'968 | 494'968 | 492'382 EUR | 493'919 EUR | 100.00% | 100.00% |
18.11.2024 | 0.32% | 99.60 % | 99.91 % | 500'000 | 500'000 | 494'971 | 494'971 | 493'280 EUR | 494'817 EUR | 100.00% | 100.00% |
15.11.2024 | 0.51% | 99.80 % | 100.30 % | 500'000 | 500'000 | 494'969 | 494'969 | 493'966 EUR | 496'443 EUR | 100.00% | 100.00% |
14.11.2024 | 0.32% | 100.00 % | 100.31 % | 500'000 | 500'000 | 494'926 | 494'926 | 494'580 EUR | 496'116 EUR | 99.10% | 99.10% |
13.11.2024 | 0.32% | 99.60 % | 99.91 % | 500'000 | 500'000 | 494'970 | 494'970 | 493'501 EUR | 495'038 EUR | 100.00% | 100.00% |
12.11.2024 | 0.32% | 100.00 % | 100.31 % | 500'000 | 500'000 | 494'975 | 494'975 | 496'065 EUR | 497'602 EUR | 100.00% | 100.00% |
11.11.2024 | 0.32% | 100.30 % | 100.61 % | 500'000 | 500'000 | 494'973 | 494'973 | 496'071 EUR | 497'608 EUR | 100.00% | 100.00% |
08.11.2024 | 0.32% | 100.40 % | 100.71 % | 500'000 | 500'000 | 494'928 | 494'928 | 496'457 EUR | 497'994 EUR | 99.21% | 99.21% |
07.11.2024 | 0.31% | 100.30 % | 100.61 % | 500'000 | 500'000 | 208'081 | 208'081 | 209'270 EUR | 209'915 EUR | 97.33% | 97.33% |