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% | 96.10 % | 96.41 % | 500'000 | 500'000 | 494'974 | 494'974 | 476'457 EUR | 477'992 EUR | 100.00% | 100.00% |
19.11.2024 | 0.33% | 95.70 % | 96.01 % | 500'000 | 500'000 | 494'969 | 494'969 | 473'654 EUR | 475'191 EUR | 100.00% | 100.00% |
18.11.2024 | 0.33% | 96.10 % | 96.41 % | 500'000 | 500'000 | 494'969 | 494'969 | 475'119 EUR | 476'656 EUR | 100.00% | 100.00% |
15.11.2024 | 0.53% | 96.30 % | 96.80 % | 500'000 | 500'000 | 494'969 | 494'969 | 478'668 EUR | 481'145 EUR | 100.00% | 100.00% |
14.11.2024 | 0.33% | 97.10 % | 97.41 % | 500'000 | 500'000 | 494'924 | 494'924 | 480'028 EUR | 481'565 EUR | 99.10% | 99.10% |
13.11.2024 | 0.33% | 96.60 % | 96.91 % | 500'000 | 500'000 | 494'970 | 494'970 | 478'673 EUR | 480'210 EUR | 100.00% | 100.00% |
12.11.2024 | 0.33% | 96.70 % | 97.01 % | 500'000 | 500'000 | 494'970 | 494'970 | 480'604 EUR | 482'141 EUR | 100.00% | 100.00% |
11.11.2024 | 0.33% | 98.10 % | 98.41 % | 500'000 | 500'000 | 494'969 | 494'969 | 485'413 EUR | 486'950 EUR | 100.00% | 100.00% |
08.11.2024 | 0.33% | 96.80 % | 97.11 % | 500'000 | 500'000 | 494'968 | 494'968 | 480'810 EUR | 482'347 EUR | 100.00% | 100.00% |
07.11.2024 | 0.33% | 98.00 % | 98.31 % | 500'000 | 500'000 | 494'900 | 494'900 | 483'705 EUR | 485'242 EUR | 98.64% | 98.64% |