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% | 95.60 % | 96.10 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 960'467 EUR | 482'734 EUR | 99.38% | 99.38% |
19.11.2024 | 0.52% | 95.65 % | 96.15 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 953'885 EUR | 479'443 EUR | 99.38% | 99.38% |
18.11.2024 | 0.52% | 96.40 % | 96.90 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 964'232 EUR | 484'616 EUR | 99.38% | 99.38% |
15.11.2024 | 0.51% | 96.70 % | 97.20 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 968'542 EUR | 486'771 EUR | 99.38% | 99.38% |
14.11.2024 | 0.52% | 96.85 % | 97.35 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 966'295 EUR | 485'648 EUR | 99.38% | 99.38% |
13.11.2024 | 0.52% | 96.05 % | 96.55 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 957'176 EUR | 481'088 EUR | 99.38% | 99.38% |
12.11.2024 | 0.52% | 95.20 % | 95.70 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 963'443 EUR | 484'222 EUR | 99.38% | 99.38% |
11.11.2024 | 0.51% | 97.25 % | 97.75 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 976'429 EUR | 490'715 EUR | 99.38% | 99.38% |
08.11.2024 | 0.51% | 97.35 % | 97.85 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 976'900 EUR | 490'950 EUR | 99.38% | 99.38% |
07.11.2024 | 0.51% | 98.65 % | 99.15 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 984'784 EUR | 494'892 EUR | 98.78% | 98.78% |