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 | 0.32% | 97.40 % | 97.70 % | 500'000 | 500'000 | 494'931 | 494'931 | 481'452 EUR | 482'939 EUR | 99.18% | 99.18% |
20.11.2024 | 0.31% | 98.50 % | 98.80 % | 500'000 | 500'000 | 494'942 | 494'942 | 489'628 EUR | 491'116 EUR | 99.37% | 99.37% |
19.11.2024 | 0.31% | 99.20 % | 99.50 % | 500'000 | 500'000 | 494'969 | 494'969 | 490'887 EUR | 492'375 EUR | 100.00% | 100.00% |
18.11.2024 | 0.31% | 99.90 % | 100.20 % | 500'000 | 500'000 | 494'970 | 494'970 | 493'969 EUR | 495'457 EUR | 100.00% | 100.00% |
15.11.2024 | 0.51% | 99.30 % | 99.80 % | 500'000 | 500'000 | 494'969 | 494'969 | 491'725 EUR | 494'203 EUR | 100.00% | 100.00% |
14.11.2024 | 0.31% | 99.60 % | 99.90 % | 500'000 | 500'000 | 494'925 | 494'925 | 491'886 EUR | 493'374 EUR | 99.10% | 99.10% |
13.11.2024 | 0.31% | 98.70 % | 99.00 % | 500'000 | 500'000 | 494'970 | 494'970 | 489'332 EUR | 490'820 EUR | 100.00% | 100.00% |
12.11.2024 | 0.31% | 99.20 % | 99.50 % | 500'000 | 500'000 | 494'919 | 494'919 | 493'252 EUR | 494'739 EUR | 98.97% | 98.97% |
11.11.2024 | 0.31% | 100.00 % | 100.30 % | 500'000 | 500'000 | 494'971 | 494'971 | 494'184 EUR | 495'671 EUR | 100.00% | 100.00% |
08.11.2024 | 0.31% | 99.50 % | 99.80 % | 500'000 | 500'000 | 494'970 | 494'970 | 492'517 EUR | 494'005 EUR | 100.00% | 100.00% |