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% | 95.40 % | 95.90 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 958'732 EUR | 481'866 EUR | 99.38% | 99.38% |
19.11.2024 | 0.52% | 95.75 % | 96.25 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 955'252 EUR | 480'122 EUR | 99.38% | 99.38% |
18.11.2024 | 0.52% | 96.70 % | 97.20 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 963'086 EUR | 484'043 EUR | 99.38% | 99.38% |
15.11.2024 | 0.52% | 95.90 % | 96.40 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 961'045 EUR | 483'022 EUR | 99.38% | 99.38% |
14.11.2024 | 0.50% | 95.70 % | 96.20 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 948'086 EUR | 476'439 EUR | 99.38% | 99.38% |
13.11.2024 | 0.49% | 93.55 % | 94.00 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 941'162 EUR | 472'871 EUR | 99.38% | 99.38% |
12.11.2024 | 0.52% | 95.10 % | 95.60 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 961'155 EUR | 483'078 EUR | 99.38% | 99.38% |
11.11.2024 | 0.52% | 96.50 % | 97.00 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 965'264 EUR | 485'132 EUR | 99.38% | 99.38% |
08.11.2024 | 0.52% | 96.15 % | 96.65 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 960'834 EUR | 482'917 EUR | 99.38% | 99.38% |
07.11.2024 | 0.52% | 96.05 % | 96.55 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 956'781 EUR | 480'890 EUR | 98.78% | 98.78% |