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 |
---|---|---|---|---|---|---|---|---|---|---|---|
03.12.2024 | 0.48% | 92.10 % | 92.55 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 933'322 EUR | 468'911 EUR | 73.13% | 73.13% |
02.12.2024 | 0.50% | 90.35 % | 90.80 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 904'095 EUR | 454'297 EUR | 92.25% | 92.25% |
29.11.2024 | 0.50% | 88.83 % | 89.28 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 886'347 EUR | 445'398 EUR | 93.81% | 93.81% |
28.11.2024 | 0.50% | 88.10 % | 88.55 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 895'092 EUR | 449'796 EUR | 97.27% | 97.27% |
27.11.2024 | 0.52% | 87.15 % | 87.60 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 869'049 EUR | 436'774 EUR | 92.69% | 92.69% |
26.11.2024 | 0.51% | 89.00 % | 89.45 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 887'034 EUR | 445'767 EUR | 97.31% | 97.31% |
25.11.2024 | 0.50% | 89.40 % | 89.85 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 899'060 EUR | 451'780 EUR | 99.38% | 99.38% |
22.11.2024 | 0.51% | 87.90 % | 88.35 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 876'763 EUR | 440'631 EUR | 77.76% | 77.76% |
20.11.2024 | 0.51% | 83.75 % | 84.15 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 849'555 EUR | 426'948 EUR | 97.22% | 97.22% |
19.11.2024 | 0.51% | 85.00 % | 85.45 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 850'640 EUR | 427'504 EUR | 97.45% | 97.45% |