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 | 0.33% | 96.90 % | 97.21 % | 500'000 | 500'000 | 494'967 | 494'967 | 478'937 EUR | 480'474 EUR | 99.90% | 99.90% |
20.11.2024 | 0.33% | 96.60 % | 96.91 % | 500'000 | 500'000 | 494'944 | 494'944 | 480'016 EUR | 481'552 EUR | 99.37% | 99.37% |
19.11.2024 | 0.33% | 96.40 % | 96.71 % | 500'000 | 500'000 | 494'970 | 494'970 | 475'865 EUR | 477'402 EUR | 100.00% | 100.00% |
18.11.2024 | 0.33% | 96.60 % | 96.91 % | 500'000 | 500'000 | 494'970 | 494'970 | 477'533 EUR | 479'070 EUR | 100.00% | 100.00% |
15.11.2024 | 0.53% | 96.50 % | 97.00 % | 500'000 | 500'000 | 494'969 | 494'969 | 477'981 EUR | 480'459 EUR | 100.00% | 100.00% |
14.11.2024 | 0.53% | 96.80 % | 97.30 % | 500'000 | 500'000 | 494'924 | 494'924 | 479'337 EUR | 481'814 EUR | 99.10% | 99.10% |
13.11.2024 | 0.53% | 96.70 % | 97.20 % | 500'000 | 500'000 | 494'954 | 494'954 | 479'198 EUR | 481'676 EUR | 99.69% | 99.69% |