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% | 97.30 % | 97.61 % | 500'000 | 500'000 | 494'940 | 494'940 | 482'248 EUR | 483'784 EUR | 99.37% | 99.37% |
19.11.2024 | 0.33% | 97.30 % | 97.61 % | 500'000 | 500'000 | 494'968 | 494'968 | 481'022 EUR | 482'559 EUR | 100.00% | 100.00% |
18.11.2024 | 0.33% | 97.90 % | 98.21 % | 500'000 | 500'000 | 494'971 | 494'971 | 483'463 EUR | 485'000 EUR | 100.00% | 100.00% |
15.11.2024 | 0.52% | 97.80 % | 98.30 % | 500'000 | 500'000 | 494'969 | 494'969 | 484'695 EUR | 487'172 EUR | 100.00% | 100.00% |
14.11.2024 | 0.52% | 97.80 % | 98.30 % | 500'000 | 500'000 | 494'924 | 494'924 | 481'620 EUR | 484'097 EUR | 99.10% | 99.10% |
13.11.2024 | 0.53% | 96.70 % | 97.20 % | 500'000 | 500'000 | 494'967 | 494'967 | 478'744 EUR | 481'222 EUR | 99.96% | 99.96% |