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% | 98.50 % | 98.81 % | 500'000 | 500'000 | 494'971 | 494'971 | 487'119 EUR | 488'655 EUR | 100.00% | 100.00% |
19.11.2024 | 0.32% | 98.60 % | 98.91 % | 500'000 | 500'000 | 494'969 | 494'969 | 488'178 EUR | 489'715 EUR | 100.00% | 100.00% |
18.11.2024 | 0.32% | 98.50 % | 98.81 % | 500'000 | 500'000 | 494'970 | 494'970 | 487'619 EUR | 489'156 EUR | 100.00% | 100.00% |
15.11.2024 | 0.32% | 98.70 % | 99.01 % | 500'000 | 500'000 | 494'905 | 494'905 | 487'269 EUR | 488'804 EUR | 98.74% | 98.74% |
14.11.2024 | 0.33% | 97.30 % | 97.61 % | 500'000 | 500'000 | 494'925 | 494'925 | 481'645 EUR | 483'182 EUR | 99.10% | 99.10% |
13.11.2024 | 0.33% | 96.90 % | 97.21 % | 500'000 | 500'000 | 494'970 | 494'970 | 482'183 EUR | 483'720 EUR | 100.00% | 100.00% |
12.11.2024 | 0.33% | 97.90 % | 98.21 % | 500'000 | 500'000 | 494'970 | 494'970 | 485'042 EUR | 486'579 EUR | 100.00% | 100.00% |
11.11.2024 | 0.33% | 97.40 % | 97.71 % | 500'000 | 500'000 | 494'969 | 494'969 | 482'560 EUR | 484'097 EUR | 100.00% | 100.00% |
08.11.2024 | 0.33% | 97.60 % | 97.91 % | 500'000 | 500'000 | 494'970 | 494'970 | 486'616 EUR | 488'153 EUR | 100.00% | 100.00% |
07.11.2024 | 0.32% | 99.10 % | 99.41 % | 500'000 | 500'000 | 494'969 | 494'969 | 490'905 EUR | 492'442 EUR | 100.00% | 100.00% |