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 | 494'939 | 494'939 | 477'333 EUR | 478'869 EUR | 99.37% | 99.37% |
19.11.2024 | 0.33% | 96.50 % | 96.81 % | 500'000 | 500'000 | 494'961 | 494'961 | 477'482 EUR | 479'019 EUR | 99.84% | 99.84% |
18.11.2024 | 0.33% | 97.00 % | 97.31 % | 500'000 | 500'000 | 494'971 | 494'971 | 479'795 EUR | 481'332 EUR | 100.00% | 100.00% |
15.11.2024 | 0.53% | 96.80 % | 97.30 % | 500'000 | 500'000 | 494'969 | 494'969 | 479'000 EUR | 481'477 EUR | 100.00% | 100.00% |
14.11.2024 | 0.33% | 96.60 % | 96.91 % | 500'000 | 500'000 | 494'925 | 494'925 | 476'878 EUR | 478'415 EUR | 99.10% | 99.10% |
13.11.2024 | 0.33% | 95.60 % | 95.91 % | 500'000 | 500'000 | 494'970 | 494'970 | 474'733 EUR | 476'270 EUR | 100.00% | 100.00% |
12.11.2024 | 0.33% | 96.60 % | 96.91 % | 500'000 | 500'000 | 494'970 | 494'970 | 480'584 EUR | 482'121 EUR | 100.00% | 100.00% |
11.11.2024 | 0.33% | 97.30 % | 97.61 % | 500'000 | 500'000 | 494'971 | 494'971 | 480'054 EUR | 481'591 EUR | 100.00% | 100.00% |
08.11.2024 | 0.33% | 96.60 % | 96.91 % | 500'000 | 500'000 | 494'970 | 494'970 | 479'097 EUR | 480'634 EUR | 100.00% | 100.00% |
07.11.2024 | 0.33% | 97.70 % | 98.01 % | 500'000 | 500'000 | 494'931 | 494'931 | 482'396 EUR | 483'933 EUR | 99.23% | 99.23% |