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% | 98.20 % | 98.51 % | 500'000 | 500'000 | 494'944 | 494'944 | 486'824 EUR | 488'360 EUR | 99.37% | 99.37% |
19.11.2024 | 0.33% | 98.40 % | 98.71 % | 500'000 | 500'000 | 494'968 | 494'968 | 486'744 EUR | 488'281 EUR | 100.00% | 100.00% |
18.11.2024 | 0.32% | 98.70 % | 99.01 % | 500'000 | 500'000 | 494'971 | 494'971 | 489'271 EUR | 490'808 EUR | 100.00% | 100.00% |
15.11.2024 | 0.51% | 99.10 % | 99.60 % | 500'000 | 500'000 | 494'969 | 494'969 | 489'741 EUR | 492'218 EUR | 100.00% | 100.00% |
14.11.2024 | 0.33% | 98.90 % | 99.21 % | 500'000 | 500'000 | 494'927 | 494'927 | 487'376 EUR | 488'913 EUR | 99.10% | 99.10% |
13.11.2024 | 0.32% | 98.90 % | 99.21 % | 500'000 | 500'000 | 494'970 | 494'970 | 489'179 EUR | 490'716 EUR | 100.00% | 100.00% |
12.11.2024 | 0.32% | 99.10 % | 99.41 % | 500'000 | 500'000 | 494'975 | 494'975 | 492'240 EUR | 493'778 EUR | 100.00% | 100.00% |
11.11.2024 | 0.32% | 99.80 % | 100.11 % | 500'000 | 500'000 | 494'971 | 494'971 | 494'748 EUR | 496'285 EUR | 100.00% | 100.00% |
08.11.2024 | 0.32% | 100.20 % | 100.51 % | 500'000 | 500'000 | 494'967 | 494'967 | 495'936 EUR | 497'473 EUR | 100.00% | 100.00% |
07.11.2024 | 0.32% | 100.70 % | 101.01 % | 500'000 | 500'000 | 494'931 | 494'931 | 497'722 EUR | 499'259 EUR | 99.23% | 99.23% |