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% | 97.20 % | 97.51 % | 500'000 | 500'000 | 494'974 | 494'974 | 481'842 EUR | 483'378 EUR | 100.00% | 100.00% |
19.11.2024 | 0.33% | 96.80 % | 97.11 % | 500'000 | 500'000 | 494'969 | 494'969 | 479'191 EUR | 480'728 EUR | 100.00% | 100.00% |
18.11.2024 | 0.33% | 97.20 % | 97.51 % | 500'000 | 500'000 | 494'969 | 494'969 | 480'569 EUR | 482'106 EUR | 100.00% | 100.00% |
15.11.2024 | 0.52% | 97.40 % | 97.90 % | 500'000 | 500'000 | 494'969 | 494'969 | 484'072 EUR | 486'550 EUR | 100.00% | 100.00% |
14.11.2024 | 0.33% | 98.20 % | 98.51 % | 500'000 | 500'000 | 494'924 | 494'924 | 485'243 EUR | 486'780 EUR | 99.10% | 99.10% |
13.11.2024 | 0.33% | 97.70 % | 98.01 % | 500'000 | 500'000 | 494'970 | 494'970 | 484'080 EUR | 485'617 EUR | 100.00% | 100.00% |
12.11.2024 | 0.33% | 97.80 % | 98.11 % | 500'000 | 500'000 | 494'970 | 494'970 | 485'966 EUR | 487'503 EUR | 100.00% | 100.00% |
11.11.2024 | 0.32% | 99.20 % | 99.51 % | 500'000 | 500'000 | 494'969 | 494'969 | 490'648 EUR | 492'185 EUR | 100.00% | 100.00% |
08.11.2024 | 0.33% | 97.90 % | 98.21 % | 500'000 | 500'000 | 494'968 | 494'968 | 486'249 EUR | 487'786 EUR | 100.00% | 100.00% |
07.11.2024 | 0.32% | 99.10 % | 99.41 % | 500'000 | 500'000 | 494'900 | 494'900 | 489'159 EUR | 490'696 EUR | 98.64% | 98.64% |