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% | 97.70 % | 98.01 % | 500'000 | 500'000 | 494'972 | 494'972 | 484'266 EUR | 485'802 EUR | 100.00% | 100.00% |
19.11.2024 | 0.33% | 98.00 % | 98.31 % | 500'000 | 500'000 | 494'969 | 494'969 | 484'965 EUR | 486'502 EUR | 100.00% | 100.00% |
18.11.2024 | 0.33% | 98.40 % | 98.71 % | 500'000 | 500'000 | 494'969 | 494'969 | 486'819 EUR | 488'356 EUR | 100.00% | 100.00% |
15.11.2024 | 0.52% | 98.70 % | 99.20 % | 500'000 | 500'000 | 494'969 | 494'969 | 488'625 EUR | 491'103 EUR | 100.00% | 100.00% |
14.11.2024 | 0.32% | 98.80 % | 99.11 % | 500'000 | 500'000 | 494'927 | 494'927 | 489'074 EUR | 490'611 EUR | 99.10% | 99.10% |
13.11.2024 | 0.32% | 98.70 % | 99.01 % | 500'000 | 500'000 | 494'970 | 494'970 | 487'531 EUR | 489'068 EUR | 100.00% | 100.00% |
12.11.2024 | 0.32% | 98.60 % | 98.91 % | 500'000 | 500'000 | 494'971 | 494'971 | 488'316 EUR | 489'853 EUR | 100.00% | 100.00% |
11.11.2024 | 0.32% | 98.90 % | 99.21 % | 500'000 | 500'000 | 494'969 | 494'969 | 490'574 EUR | 492'112 EUR | 100.00% | 100.00% |
08.11.2024 | 0.32% | 99.00 % | 99.31 % | 500'000 | 500'000 | 494'970 | 494'970 | 491'020 EUR | 492'557 EUR | 100.00% | 100.00% |
07.11.2024 | 0.32% | 99.00 % | 99.31 % | 500'000 | 500'000 | 494'957 | 494'957 | 489'686 EUR | 491'223 EUR | 99.76% | 99.76% |