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% | 90.20 % | 90.65 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 913'745 EUR | 459'123 EUR | 99.38% | 99.38% |
19.11.2024 | 0.49% | 91.35 % | 91.80 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 912'986 EUR | 458'743 EUR | 99.38% | 99.38% |
18.11.2024 | 0.48% | 93.05 % | 93.50 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 927'558 EUR | 466'029 EUR | 99.38% | 99.38% |
15.11.2024 | 0.49% | 92.10 % | 92.55 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 920'491 EUR | 462'496 EUR | 99.38% | 99.38% |
14.11.2024 | 0.50% | 91.20 % | 91.65 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 903'306 EUR | 453'903 EUR | 99.38% | 99.38% |
13.11.2024 | 0.51% | 88.30 % | 88.75 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 888'351 EUR | 446'425 EUR | 99.38% | 99.38% |
12.11.2024 | 0.49% | 90.20 % | 90.65 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 918'039 EUR | 461'269 EUR | 99.38% | 99.38% |
11.11.2024 | 0.49% | 92.05 % | 92.50 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 913'338 EUR | 458'919 EUR | 99.38% | 99.38% |
08.11.2024 | 0.49% | 90.35 % | 90.80 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 909'774 EUR | 457'137 EUR | 99.38% | 99.38% |
07.11.2024 | 0.49% | 93.45 % | 93.90 % | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 925'090 EUR | 464'795 EUR | 98.78% | 98.78% |