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% | 96.75 % | 97.25 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 968'083 EUR | 486'542 EUR | 97.26% | 97.26% |
19.11.2024 | 0.52% | 96.40 % | 96.90 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 964'462 EUR | 484'731 EUR | 99.17% | 99.17% |
18.11.2024 | 0.52% | 96.85 % | 97.35 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 968'257 EUR | 486'628 EUR | 99.37% | 99.37% |
15.11.2024 | 0.51% | 97.50 % | 98.00 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 974'992 EUR | 489'996 EUR | 99.37% | 99.37% |
14.11.2024 | 0.51% | 97.80 % | 98.30 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 975'254 EUR | 490'127 EUR | 98.89% | 98.89% |
13.11.2024 | 0.51% | 97.10 % | 97.60 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 975'889 EUR | 490'444 EUR | 99.37% | 99.37% |
12.11.2024 | 0.51% | 96.85 % | 97.35 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 978'254 EUR | 491'627 EUR | 99.38% | 99.38% |
11.11.2024 | 0.51% | 98.20 % | 98.70 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 982'738 EUR | 493'869 EUR | 99.38% | 99.38% |
08.11.2024 | 0.51% | 97.70 % | 98.20 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 979'544 EUR | 492'272 EUR | 99.37% | 99.37% |
07.11.2024 | 0.51% | 98.10 % | 98.60 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 979'745 EUR | 492'372 EUR | 98.97% | 98.97% |