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% | 97.20 % | 97.51 % | 500'000 | 500'000 | 494'944 | 494'944 | 481'632 EUR | 483'168 EUR | 99.37% | 99.37% |
19.11.2024 | 0.33% | 97.40 % | 97.71 % | 500'000 | 500'000 | 494'968 | 494'968 | 482'574 EUR | 484'111 EUR | 100.00% | 100.00% |
18.11.2024 | 0.33% | 97.60 % | 97.91 % | 500'000 | 500'000 | 494'970 | 494'970 | 482'301 EUR | 483'838 EUR | 100.00% | 100.00% |
15.11.2024 | 0.52% | 97.00 % | 97.50 % | 500'000 | 500'000 | 494'969 | 494'969 | 481'726 EUR | 484'204 EUR | 100.00% | 100.00% |
14.11.2024 | 0.33% | 98.00 % | 98.31 % | 500'000 | 500'000 | 494'927 | 494'927 | 485'866 EUR | 487'403 EUR | 99.10% | 99.10% |
13.11.2024 | 0.33% | 97.80 % | 98.11 % | 500'000 | 500'000 | 494'970 | 494'970 | 483'749 EUR | 485'286 EUR | 100.00% | 100.00% |
12.11.2024 | 0.33% | 98.00 % | 98.31 % | 500'000 | 500'000 | 494'976 | 494'976 | 486'461 EUR | 487'998 EUR | 100.00% | 100.00% |
11.11.2024 | 0.32% | 98.50 % | 98.81 % | 500'000 | 500'000 | 494'952 | 494'952 | 487'580 EUR | 489'117 EUR | 99.66% | 99.66% |
08.11.2024 | 0.52% | 98.50 % | 99.00 % | 500'000 | 500'000 | 494'967 | 494'967 | 488'347 EUR | 490'824 EUR | 100.00% | 100.00% |
07.11.2024 | 0.32% | 98.90 % | 99.21 % | 500'000 | 500'000 | 494'957 | 494'957 | 489'470 EUR | 491'007 EUR | 99.76% | 99.76% |