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 | 0.46% | 54.05 % | 54.30 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 541'479 EUR | 271'989 EUR | 97.24% | 97.24% |
19.11.2024 | 0.47% | 52.95 % | 53.20 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 531'030 EUR | 266'765 EUR | 95.39% | 95.39% |
18.11.2024 | 0.47% | 54.30 % | 54.55 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 545'452 EUR | 274'013 EUR | 99.37% | 99.37% |
15.11.2024 | 0.51% | 54.80 % | 55.05 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 549'571 EUR | 276'204 EUR | 91.28% | 91.28% |
14.11.2024 | 0.46% | 54.35 % | 54.60 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 537'828 EUR | 270'164 EUR | 99.38% | 99.38% |
13.11.2024 | 0.47% | 52.60 % | 52.85 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 526'114 EUR | 264'307 EUR | 99.38% | 99.38% |
12.11.2024 | 0.47% | 52.05 % | 52.30 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 528'356 EUR | 265'428 EUR | 71.48% | 71.48% |
11.11.2024 | 0.54% | 55.45 % | 55.75 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 552'223 EUR | 277'596 EUR | 99.38% | 99.38% |
08.11.2024 | 0.53% | 55.10 % | 55.40 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 565'419 EUR | 284'209 EUR | 14.95% | 14.95% |
07.11.2024 | 0.51% | 59.25 % | 59.55 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 588'969 EUR | 295'985 EUR | 98.96% | 98.96% |