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% | 100.65 % | 101.15 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 1'006'290 EUR | 505'644 EUR | 96.63% | 96.63% |
19.11.2024 | 0.50% | 100.65 % | 101.15 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 1'006'440 EUR | 505'718 EUR | 98.91% | 98.91% |
18.11.2024 | 0.50% | 100.65 % | 101.15 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 1'006'470 EUR | 505'733 EUR | 98.95% | 98.95% |
15.11.2024 | 0.50% | 100.65 % | 101.15 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 1'006'610 EUR | 505'804 EUR | 98.33% | 98.33% |
14.11.2024 | 0.50% | 100.70 % | 101.20 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 1'006'820 EUR | 505'911 EUR | 98.43% | 98.43% |
13.11.2024 | 0.50% | 100.70 % | 101.20 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 1'007'000 EUR | 506'000 EUR | 98.78% | 98.78% |
12.11.2024 | 0.50% | 100.70 % | 101.20 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 1'007'430 EUR | 506'214 EUR | 98.93% | 98.93% |
11.11.2024 | 0.50% | 100.75 % | 101.25 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 1'007'500 EUR | 506'250 EUR | 98.91% | 98.91% |
08.11.2024 | 0.50% | 100.75 % | 101.25 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 1'007'490 EUR | 506'243 EUR | 98.86% | 98.86% |
07.11.2024 | 0.50% | 100.75 % | 101.25 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 1'007'470 EUR | 506'233 EUR | 98.55% | 98.55% |