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% | 96.80 % | 97.11 % | 500'000 | 500'000 | 494'944 | 494'944 | 479'625 EUR | 481'162 EUR | 99.37% | 99.37% |
19.11.2024 | 0.33% | 96.50 % | 96.81 % | 500'000 | 500'000 | 494'969 | 494'969 | 477'456 EUR | 478'993 EUR | 100.00% | 100.00% |
18.11.2024 | 0.33% | 96.80 % | 97.11 % | 500'000 | 500'000 | 494'969 | 494'969 | 478'514 EUR | 480'052 EUR | 100.00% | 100.00% |
15.11.2024 | 0.52% | 96.90 % | 97.40 % | 500'000 | 500'000 | 494'969 | 494'969 | 481'382 EUR | 483'860 EUR | 100.00% | 100.00% |
14.11.2024 | 0.33% | 97.60 % | 97.91 % | 500'000 | 500'000 | 494'924 | 494'924 | 482'391 EUR | 483'928 EUR | 99.10% | 99.10% |
13.11.2024 | 0.33% | 97.10 % | 97.41 % | 500'000 | 500'000 | 494'970 | 494'970 | 481'096 EUR | 482'633 EUR | 100.00% | 100.00% |
12.11.2024 | 0.33% | 97.20 % | 97.51 % | 500'000 | 500'000 | 494'970 | 494'970 | 482'414 EUR | 483'951 EUR | 100.00% | 100.00% |
11.11.2024 | 0.33% | 98.40 % | 98.71 % | 500'000 | 500'000 | 494'969 | 494'969 | 486'811 EUR | 488'348 EUR | 100.00% | 100.00% |
08.11.2024 | 0.33% | 97.20 % | 97.51 % | 500'000 | 500'000 | 494'968 | 494'968 | 482'687 EUR | 484'224 EUR | 100.00% | 100.00% |
07.11.2024 | 0.33% | 98.20 % | 98.51 % | 500'000 | 500'000 | 494'900 | 494'900 | 485'163 EUR | 486'699 EUR | 98.64% | 98.64% |