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 | 0.49% | 70.65 % | 71.00 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 717'432 EUR | 360'466 EUR | 92.40% | 92.40% |
19.11.2024 | 0.48% | 72.60 % | 72.95 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 729'339 EUR | 366'433 EUR | 75.69% | 75.69% |
18.11.2024 | 0.52% | 73.75 % | 74.10 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 758'378 EUR | 381'176 EUR | 49.41% | 49.41% |
15.11.2024 | 0.51% | 78.60 % | 79.00 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 789'025 EUR | 396'513 EUR | 64.92% | 64.92% |
14.11.2024 | 0.48% | 83.15 % | 83.55 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 832'391 EUR | 418'204 EUR | 94.36% | 94.36% |
13.11.2024 | 0.48% | 81.60 % | 82.00 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 827'988 EUR | 415'994 EUR | 91.07% | 91.07% |
12.11.2024 | 0.50% | 84.65 % | 85.05 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 833'164 EUR | 418'660 EUR | 79.99% | 79.99% |
11.11.2024 | 0.48% | 84.00 % | 84.40 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 844'624 EUR | 424'348 EUR | 97.85% | 97.85% |
08.11.2024 | 0.49% | 83.35 % | 83.75 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 841'773 EUR | 422'947 EUR | 97.88% | 97.88% |
07.11.2024 | 0.52% | 85.65 % | 86.10 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 856'180 EUR | 430'333 EUR | 97.25% | 97.25% |