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% | 96.40 % | 96.71 % | 500'000 | 500'000 | 494'939 | 494'939 | 478'775 EUR | 480'311 EUR | 99.37% | 99.37% |
19.11.2024 | 0.33% | 96.40 % | 96.71 % | 500'000 | 500'000 | 494'931 | 494'931 | 477'442 EUR | 478'979 EUR | 99.25% | 99.25% |
18.11.2024 | 0.33% | 97.70 % | 98.01 % | 500'000 | 500'000 | 494'970 | 494'970 | 484'829 EUR | 486'366 EUR | 100.00% | 100.00% |
15.11.2024 | 0.52% | 98.30 % | 98.80 % | 500'000 | 500'000 | 494'969 | 494'969 | 486'325 EUR | 488'803 EUR | 100.00% | 100.00% |
14.11.2024 | 0.32% | 98.40 % | 98.71 % | 500'000 | 500'000 | 494'851 | 494'851 | 488'663 EUR | 490'200 EUR | 97.71% | 97.71% |
13.11.2024 | 0.33% | 97.00 % | 97.31 % | 500'000 | 500'000 | 494'970 | 494'970 | 480'056 EUR | 481'593 EUR | 100.00% | 100.00% |
12.11.2024 | 0.33% | 96.90 % | 97.21 % | 500'000 | 500'000 | 494'915 | 494'915 | 483'423 EUR | 484'960 EUR | 98.93% | 98.93% |
11.11.2024 | 0.32% | 98.40 % | 98.71 % | 500'000 | 500'000 | 494'969 | 494'969 | 487'491 EUR | 489'028 EUR | 100.00% | 100.00% |
08.11.2024 | 0.33% | 97.80 % | 98.11 % | 500'000 | 500'000 | 494'970 | 494'970 | 485'106 EUR | 486'643 EUR | 100.00% | 100.00% |
07.11.2024 | 0.33% | 98.70 % | 99.01 % | 500'000 | 500'000 | 494'957 | 494'957 | 486'747 EUR | 488'284 EUR | 99.76% | 99.76% |