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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22.11.2024 | 0.34% | 95.30 % | 95.61 % | 500'000 | 500'000 | 494'931 | 494'931 | 470'814 EUR | 472'351 EUR | 99.18% | 99.18% |
20.11.2024 | 0.33% | 96.90 % | 97.21 % | 500'000 | 500'000 | 494'940 | 494'940 | 482'366 EUR | 483'902 EUR | 99.37% | 99.37% |
19.11.2024 | 0.33% | 97.70 % | 98.01 % | 500'000 | 500'000 | 494'969 | 494'969 | 483'223 EUR | 484'760 EUR | 100.00% | 100.00% |
18.11.2024 | 0.33% | 98.60 % | 98.91 % | 500'000 | 500'000 | 494'970 | 494'970 | 487'055 EUR | 488'592 EUR | 100.00% | 100.00% |
15.11.2024 | 0.52% | 97.50 % | 98.00 % | 500'000 | 500'000 | 494'969 | 494'969 | 483'334 EUR | 485'811 EUR | 100.00% | 100.00% |
14.11.2024 | 0.52% | 97.70 % | 98.20 % | 500'000 | 500'000 | 494'925 | 494'925 | 482'555 EUR | 485'032 EUR | 99.10% | 99.10% |
13.11.2024 | 0.52% | 97.00 % | 97.50 % | 500'000 | 500'000 | 494'954 | 494'954 | 481'479 EUR | 483'957 EUR | 99.69% | 99.69% |