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 | 0.32% | 99.50 % | 99.81 % | 500'000 | 500'000 | 494'940 | 494'940 | 493'655 EUR | 495'191 EUR | 99.37% | 99.37% |
19.11.2024 | 0.32% | 99.90 % | 100.21 % | 500'000 | 500'000 | 494'968 | 494'968 | 494'269 EUR | 495'806 EUR | 100.00% | 100.00% |
18.11.2024 | 0.32% | 99.80 % | 100.11 % | 500'000 | 500'000 | 494'970 | 494'970 | 494'747 EUR | 496'284 EUR | 100.00% | 100.00% |
15.11.2024 | 0.51% | 100.00 % | 100.50 % | 500'000 | 500'000 | 494'969 | 494'969 | 493'858 EUR | 496'335 EUR | 100.00% | 100.00% |
14.11.2024 | 0.32% | 99.40 % | 99.71 % | 500'000 | 500'000 | 494'927 | 494'927 | 489'668 EUR | 491'205 EUR | 99.10% | 99.10% |
13.11.2024 | 0.32% | 98.70 % | 99.01 % | 500'000 | 500'000 | 494'970 | 494'970 | 488'531 EUR | 490'068 EUR | 100.00% | 100.00% |
12.11.2024 | 0.32% | 98.80 % | 99.11 % | 500'000 | 500'000 | 494'976 | 494'976 | 489'114 EUR | 490'651 EUR | 100.00% | 100.00% |
11.11.2024 | 0.33% | 98.60 % | 98.91 % | 500'000 | 500'000 | 494'969 | 494'969 | 487'222 EUR | 488'759 EUR | 100.00% | 100.00% |
08.11.2024 | 0.32% | 98.60 % | 98.91 % | 500'000 | 500'000 | 494'970 | 494'970 | 488'437 EUR | 489'974 EUR | 100.00% | 100.00% |
07.11.2024 | 0.33% | 98.50 % | 98.81 % | 500'000 | 500'000 | 494'957 | 494'957 | 487'258 EUR | 488'795 EUR | 99.76% | 99.76% |