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% | 87.85 % | 88.30 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 889'945 EUR | 447'222 EUR | 96.55% | 96.55% |
19.11.2024 | 0.51% | 88.50 % | 88.95 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 887'137 EUR | 445'819 EUR | 96.02% | 96.02% |
18.11.2024 | 0.50% | 90.15 % | 90.60 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 903'447 EUR | 453'974 EUR | 98.01% | 98.01% |
15.11.2024 | 0.50% | 89.75 % | 90.20 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 898'307 EUR | 451'403 EUR | 91.38% | 91.38% |
14.11.2024 | 0.51% | 88.10 % | 88.55 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 861'120 EUR | 432'770 EUR | 79.55% | 79.55% |
13.11.2024 | 0.50% | 83.40 % | 83.80 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 849'054 EUR | 426'651 EUR | 94.68% | 94.68% |
12.11.2024 | 0.50% | 87.15 % | 87.60 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 899'601 EUR | 452'050 EUR | 94.05% | 94.05% |
11.11.2024 | 0.49% | 91.20 % | 91.65 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 912'666 EUR | 458'583 EUR | 98.73% | 98.73% |
08.11.2024 | 0.50% | 90.35 % | 90.80 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 903'608 EUR | 454'054 EUR | 91.55% | 91.55% |
07.11.2024 | 0.50% | 90.60 % | 91.05 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 903'276 EUR | 453'888 EUR | 1.44% | 1.44% |