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 | 0.52% | 94.85 % | 95.35 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 957'096 EUR | 481'048 EUR | 96.85% | 96.85% |
19.11.2024 | 0.52% | 95.85 % | 96.35 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 959'395 EUR | 482'197 EUR | 98.94% | 98.94% |
18.11.2024 | 0.52% | 95.50 % | 96.00 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 957'585 EUR | 481'293 EUR | 98.94% | 98.94% |
15.11.2024 | 0.51% | 95.35 % | 95.85 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 949'331 EUR | 477'081 EUR | 98.30% | 98.30% |
14.11.2024 | 0.49% | 95.00 % | 95.50 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 940'159 EUR | 472'396 EUR | 98.12% | 98.12% |
13.11.2024 | 0.51% | 93.80 % | 94.25 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 950'043 EUR | 477'437 EUR | 98.47% | 98.47% |
12.11.2024 | 0.51% | 96.35 % | 96.85 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 975'096 EUR | 490'048 EUR | 97.58% | 97.58% |
11.11.2024 | 0.50% | 99.90 % | 100.40 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 998'357 EUR | 501'679 EUR | 98.89% | 98.89% |
08.11.2024 | 0.50% | 99.60 % | 100.10 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 996'690 EUR | 500'845 EUR | 98.76% | 98.76% |
07.11.2024 | 0.50% | 99.80 % | 100.30 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 997'783 EUR | 501'391 EUR | 98.55% | 98.55% |