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% | 96.50 % | 96.81 % | 500'000 | 500'000 | 494'944 | 494'698 | 478'324 EUR | 479'621 EUR | 99.37% | 99.37% |
19.11.2024 | 0.33% | 96.50 % | 96.81 % | 500'000 | 500'000 | 494'970 | 494'970 | 478'519 EUR | 480'056 EUR | 100.00% | 100.00% |
18.11.2024 | 0.33% | 96.80 % | 97.11 % | 500'000 | 500'000 | 494'971 | 494'971 | 479'822 EUR | 481'359 EUR | 100.00% | 100.00% |
15.11.2024 | 0.52% | 97.10 % | 97.60 % | 500'000 | 500'000 | 494'969 | 494'969 | 480'203 EUR | 482'681 EUR | 100.00% | 100.00% |
14.11.2024 | 0.33% | 97.20 % | 97.51 % | 500'000 | 500'000 | 494'927 | 494'927 | 481'301 EUR | 482'838 EUR | 99.10% | 99.10% |
13.11.2024 | 0.33% | 97.00 % | 97.31 % | 500'000 | 500'000 | 494'970 | 494'970 | 480'268 EUR | 481'805 EUR | 100.00% | 100.00% |
12.11.2024 | 0.33% | 96.80 % | 97.11 % | 500'000 | 500'000 | 494'975 | 494'975 | 480'562 EUR | 482'099 EUR | 100.00% | 100.00% |
11.11.2024 | 0.33% | 97.70 % | 98.01 % | 500'000 | 500'000 | 494'943 | 494'943 | 484'276 EUR | 485'813 EUR | 99.41% | 99.41% |
08.11.2024 | 0.33% | 96.50 % | 96.81 % | 500'000 | 500'000 | 494'967 | 494'967 | 478'061 EUR | 479'598 EUR | 100.00% | 100.00% |
07.11.2024 | 0.33% | 96.90 % | 97.21 % | 500'000 | 500'000 | 494'957 | 494'957 | 479'651 EUR | 481'188 EUR | 99.76% | 99.76% |