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 | 477'483 EUR | 479'019 EUR | 99.37% | 99.37% |
19.11.2024 | 0.33% | 96.30 % | 96.61 % | 500'000 | 500'000 | 494'969 | 494'969 | 475'747 EUR | 477'284 EUR | 100.00% | 100.00% |
18.11.2024 | 0.33% | 97.00 % | 97.31 % | 500'000 | 500'000 | 494'971 | 494'971 | 479'598 EUR | 481'135 EUR | 100.00% | 100.00% |
15.11.2024 | 0.53% | 96.90 % | 97.40 % | 500'000 | 500'000 | 494'969 | 494'969 | 479'963 EUR | 482'440 EUR | 100.00% | 100.00% |
14.11.2024 | 0.33% | 96.30 % | 96.61 % | 500'000 | 500'000 | 494'913 | 494'913 | 475'823 EUR | 477'360 EUR | 98.85% | 98.85% |
13.11.2024 | 0.33% | 95.80 % | 96.11 % | 500'000 | 500'000 | 494'970 | 494'970 | 475'880 EUR | 477'417 EUR | 100.00% | 100.00% |
12.11.2024 | 0.33% | 96.00 % | 96.31 % | 500'000 | 500'000 | 494'973 | 494'973 | 478'232 EUR | 479'769 EUR | 100.00% | 100.00% |
11.11.2024 | 0.33% | 98.10 % | 98.41 % | 500'000 | 500'000 | 494'969 | 494'969 | 487'113 EUR | 488'650 EUR | 100.00% | 100.00% |
08.11.2024 | 0.33% | 97.20 % | 97.51 % | 500'000 | 500'000 | 494'945 | 494'945 | 482'160 EUR | 483'697 EUR | 99.51% | 99.51% |
07.11.2024 | 0.32% | 99.00 % | 99.31 % | 500'000 | 500'000 | 494'957 | 494'957 | 488'205 EUR | 489'742 EUR | 99.76% | 99.76% |