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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22.11.2024 | 0.33% | 97.00 % | 97.31 % | 500'000 | 500'000 | 494'931 | 494'931 | 479'120 EUR | 480'657 EUR | 99.18% | 99.18% |
20.11.2024 | 0.32% | 98.10 % | 98.41 % | 500'000 | 500'000 | 494'940 | 494'940 | 487'570 EUR | 489'106 EUR | 99.37% | 99.37% |
19.11.2024 | 0.32% | 98.70 % | 99.01 % | 500'000 | 500'000 | 494'969 | 494'969 | 488'416 EUR | 489'953 EUR | 100.00% | 100.00% |
18.11.2024 | 0.32% | 99.40 % | 99.71 % | 500'000 | 500'000 | 494'970 | 494'970 | 491'253 EUR | 492'790 EUR | 100.00% | 100.00% |
15.11.2024 | 0.52% | 98.60 % | 99.10 % | 500'000 | 500'000 | 494'969 | 494'969 | 488'420 EUR | 490'897 EUR | 100.00% | 100.00% |
14.11.2024 | 0.32% | 98.80 % | 99.11 % | 500'000 | 500'000 | 494'925 | 494'925 | 488'093 EUR | 489'630 EUR | 99.10% | 99.10% |
13.11.2024 | 0.32% | 98.40 % | 98.71 % | 500'000 | 500'000 | 494'970 | 494'970 | 487'859 EUR | 489'396 EUR | 100.00% | 100.00% |
12.11.2024 | 0.32% | 98.50 % | 98.81 % | 500'000 | 500'000 | 494'919 | 494'919 | 489'763 EUR | 491'300 EUR | 98.97% | 98.97% |
11.11.2024 | 0.32% | 99.40 % | 99.71 % | 500'000 | 500'000 | 494'971 | 494'971 | 491'092 EUR | 492'629 EUR | 100.00% | 100.00% |
08.11.2024 | 0.32% | 98.70 % | 99.01 % | 500'000 | 500'000 | 494'970 | 494'970 | 488'437 EUR | 489'974 EUR | 100.00% | 100.00% |