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 | 0.50% | 99.00 % | 99.50 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 990'064 EUR | 497'532 EUR | 97.24% | 97.24% |
19.11.2024 | 0.51% | 97.55 % | 98.05 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 981'291 EUR | 493'145 EUR | 92.27% | 92.27% |
18.11.2024 | 0.50% | 98.85 % | 99.35 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 989'386 EUR | 497'193 EUR | 92.75% | 92.75% |
15.11.2024 | 0.50% | 99.15 % | 99.65 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 991'581 EUR | 498'290 EUR | 99.37% | 99.37% |
14.11.2024 | 0.51% | 98.95 % | 99.45 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 986'634 EUR | 495'817 EUR | 98.89% | 98.89% |
13.11.2024 | 0.51% | 97.70 % | 98.20 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 976'713 EUR | 490'856 EUR | 99.37% | 99.37% |
12.11.2024 | 0.51% | 96.25 % | 96.75 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 982'242 EUR | 493'621 EUR | 99.38% | 99.38% |
11.11.2024 | 0.50% | 99.10 % | 99.60 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 992'181 EUR | 498'590 EUR | 99.38% | 99.38% |
08.11.2024 | 0.50% | 98.85 % | 99.35 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 989'594 EUR | 497'297 EUR | 99.38% | 99.38% |
07.11.2024 | 0.50% | 99.55 % | 100.05 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 995'005 EUR | 500'003 EUR | 98.97% | 98.97% |