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 | 0.50% | 68.95 % | 69.30 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 691'526 EUR | 347'513 EUR | 97.09% | 97.09% |
19.11.2024 | 0.51% | 67.80 % | 68.15 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 685'520 EUR | 344'510 EUR | 88.89% | 88.89% |
18.11.2024 | 0.50% | 69.35 % | 69.70 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 695'199 EUR | 349'350 EUR | 99.37% | 99.37% |
15.11.2024 | 0.50% | 69.80 % | 70.15 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 698'608 EUR | 351'054 EUR | 99.37% | 99.37% |
14.11.2024 | 0.51% | 69.50 % | 69.85 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 690'832 EUR | 347'166 EUR | 98.89% | 98.89% |
13.11.2024 | 0.51% | 68.30 % | 68.65 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 682'825 EUR | 343'163 EUR | 99.38% | 99.38% |
12.11.2024 | 0.50% | 67.70 % | 68.05 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 693'125 EUR | 348'313 EUR | 93.51% | 93.51% |
11.11.2024 | 0.49% | 71.20 % | 71.55 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 716'667 EUR | 360'084 EUR | 99.38% | 99.38% |
08.11.2024 | 0.49% | 71.15 % | 71.50 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 714'661 EUR | 359'080 EUR | 99.38% | 99.38% |
07.11.2024 | 0.48% | 73.90 % | 74.25 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 731'144 EUR | 367'322 EUR | 98.96% | 98.96% |