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 | 0.49% | 73.90 % | 74.25 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 824'684 EUR | 414'347 EUR | 10.31% | 10.31% |
19.11.2024 | 0.50% | 85.50 % | 85.95 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 904'694 EUR | 454'597 EUR | 36.11% | 36.11% |
18.11.2024 | 0.49% | 93.90 % | 94.35 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 942'518 EUR | 473'569 EUR | 96.09% | 96.09% |
15.11.2024 | 0.48% | 94.40 % | 94.85 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 941'713 EUR | 473'107 EUR | 87.59% | 87.59% |
14.11.2024 | 0.49% | 92.30 % | 92.75 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 913'021 EUR | 458'761 EUR | 87.05% | 87.05% |
13.11.2024 | 0.49% | 89.50 % | 89.95 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 917'105 EUR | 460'803 EUR | 81.96% | 81.96% |
12.11.2024 | 0.51% | 92.60 % | 93.05 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 956'390 EUR | 480'648 EUR | 98.95% | 98.95% |
11.11.2024 | 0.50% | 94.90 % | 95.40 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 942'804 EUR | 473'749 EUR | 91.12% | 91.12% |
08.11.2024 | 0.48% | 94.15 % | 94.60 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 935'160 EUR | 469'841 EUR | 93.77% | 93.77% |
07.11.2024 | 0.50% | 97.35 % | 97.85 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 959'196 EUR | 481'998 EUR | 2.31% | 2.31% |