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% | 99.30 % | 99.61 % | 500'000 | 500'000 | 494'944 | 494'944 | 491'705 EUR | 493'241 EUR | 99.37% | 99.37% |
19.11.2024 | 0.32% | 99.30 % | 99.61 % | 500'000 | 500'000 | 494'968 | 494'968 | 490'088 EUR | 491'625 EUR | 100.00% | 100.00% |
18.11.2024 | 0.32% | 99.10 % | 99.41 % | 500'000 | 500'000 | 494'970 | 494'970 | 490'653 EUR | 492'190 EUR | 100.00% | 100.00% |
15.11.2024 | 0.51% | 99.60 % | 100.10 % | 500'000 | 500'000 | 494'969 | 494'969 | 493'232 EUR | 495'710 EUR | 100.00% | 100.00% |
14.11.2024 | 0.32% | 99.90 % | 100.21 % | 500'000 | 500'000 | 494'927 | 494'927 | 493'715 EUR | 495'252 EUR | 99.10% | 99.10% |
13.11.2024 | 0.44% | 99.50 % | 99.81 % | 500'000 | 500'000 | 442'100 | 442'100 | 440'705 EUR | 442'136 EUR | 99.32% | 99.32% |
12.11.2024 | 0.32% | 100.00 % | 100.31 % | 500'000 | 500'000 | 494'975 | 494'975 | 494'799 EUR | 496'336 EUR | 100.00% | 100.00% |
11.11.2024 | 0.32% | 100.20 % | 100.51 % | 500'000 | 500'000 | 494'971 | 494'971 | 496'456 EUR | 497'993 EUR | 100.00% | 100.00% |
08.11.2024 | 0.32% | 100.50 % | 100.81 % | 500'000 | 500'000 | 494'967 | 494'967 | 496'001 EUR | 497'538 EUR | 100.00% | 100.00% |
07.11.2024 | 0.32% | 99.50 % | 99.81 % | 500'000 | 500'000 | 494'931 | 494'931 | 491'739 EUR | 493'276 EUR | 99.23% | 99.23% |